AcadiaSoft / simm-libLinks
☆62Updated last year
Alternatives and similar repositories for simm-lib
Users that are interested in simm-lib are comparing it to the libraries listed below
Sorting:
- QuantLib wrappers to other languages☆380Updated 2 weeks ago
- Quant DSL☆376Updated 7 years ago
- ☆56Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆314Updated last week
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆550Updated 3 months ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆134Updated last week
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆173Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated 2 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆239Updated 11 months ago
- Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives☆29Updated 9 years ago
- Open source analytics and market risk library from OpenGamma☆921Updated 2 weeks ago
- Vectorized backtester and trading engine for QuantRocket☆251Updated 2 months ago
- Documentation for QuantLib-Python☆116Updated last month
- Open Source Risk Engine☆666Updated this week
- Fast and scalable construction of risk parity portfolios☆317Updated 2 months ago
- Reimplementing QuantLib examples by Python☆69Updated 3 years ago
- An intuitive Bloomberg API☆299Updated this week
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆129Updated 4 years ago
- Examples of programs that interact with the OpenFIGI services via their APIs.☆196Updated 7 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆123Updated 2 years ago
- EMSX API Code Samples☆84Updated last year
- Pythonic interface for Bloomberg Open API☆141Updated 3 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- Quantamental finance research with python☆154Updated 3 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated last week
- Implementation of ISDA SIMM v2.3~2.6☆26Updated 7 months ago
- Automates IB Gateway start, stopping and restarting.☆130Updated 3 months ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆141Updated 2 years ago
- Java/MySQL real-time algorithmic trading using Interactive Brokers API☆271Updated 2 years ago