AqumenLib is AQumen's financial analytics SDK for pricing and risk.
☆20Mar 23, 2025Updated last year
Alternatives and similar repositories for aqumenlib
Users that are interested in aqumenlib are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Distributed QuantLib☆29Aug 5, 2026Updated 3 weeks ago
- Graphical wrapper over LSEG's Open Source Risk Engine (ORE).☆25Updated this week
- High performance hybrid Monte Carlo simulation☆10Aug 23, 2026Updated last week
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- An Excel addin for QuantLib.☆22Feb 9, 2024Updated 2 years ago
- QuantLib with AAD☆42Jun 12, 2026Updated 2 months ago
- Modern C++ order matching engine☆15Nov 1, 2025Updated 10 months ago
- High-Performance Automatic Differentiation for Python☆20Apr 2, 2026Updated 4 months ago
- Disaster recovery solution for Amazon Managed Workflows for Apache Airflow (MWAA)☆12Apr 27, 2026Updated 4 months ago
- ☆16Dec 16, 2022Updated 3 years ago
- An xVA quantitative library written in python using tensorflow☆19Aug 21, 2026Updated last week
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- Python implementation for regime-dependent portfolio optimization☆17Oct 14, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆353May 20, 2026Updated 3 months ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 6 years ago
- Delta hedging under SABR model☆50May 14, 2024Updated 2 years ago
- Use the Finite Difference method to price European, American and Bermudan options.☆23Aug 5, 2020Updated 6 years ago
- Open Source Risk Engine☆781Jun 11, 2026Updated 2 months ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Mar 17, 2016Updated 10 years ago
- ☆59Jun 14, 2024Updated 2 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆55Aug 28, 2021Updated 5 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- AAD enabled and scripting included derivatives modeling.☆26Updated this week
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Dec 2, 2018Updated 7 years ago
- ☆95Jul 6, 2025Updated last year
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆12Apr 6, 2020Updated 6 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆45May 22, 2024Updated 2 years ago
- ☆14Feb 18, 2026Updated 6 months ago
- NYU Tandon Machine Learning and Finance Fall 2022☆11Dec 13, 2022Updated 3 years ago
- Deribit bot to Delta Hedge Strategy.☆14Oct 2, 2022Updated 3 years ago
- A curated list of practical financial machine learning (FinML) tools and applications in Python.☆20Aug 28, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆13Mar 17, 2025Updated last year
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆21Dec 25, 2025Updated 8 months ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Mar 18, 2026Updated 5 months ago
- Real-time DBN market-data pipeline with a nanosecond-level limit order book, lock-free SPSC queues, and high-speed ClickHouse ingestion. …☆17Dec 1, 2025Updated 9 months ago
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago