OpenSourceRisk / EngineLinks
Open Source Risk Engine
☆666Updated this week
Alternatives and similar repositories for Engine
Users that are interested in Engine are comparing it to the libraries listed below
Sorting:
- QuantLib wrappers to other languages☆380Updated last week
- Cython QuantLib wrappers☆1,238Updated 5 months ago
- Quant DSL☆376Updated 7 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆911Updated 2 years ago
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆549Updated 3 months ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆314Updated this week
- Open source analytics and market risk library from OpenGamma☆921Updated last week
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆452Updated 5 years ago
- Basic options pricing in Python☆316Updated 11 years ago
- ☆56Updated last year
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆504Updated 8 years ago
- A nimble options backtesting library for Python☆1,243Updated this week
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆674Updated 6 months ago
- SABR model Python implementation☆584Updated 3 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,865Updated last year
- Quantitative Finance tools☆601Updated 2 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆808Updated 8 months ago
- A framework for quantitative finance In python.☆958Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆245Updated last year
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆635Updated this week
- Portfolio optimization and back-testing.☆1,157Updated this week
- Goldman Sachs - Quantitative Strategies Research Notes☆387Updated 5 years ago
- An intuitive Bloomberg API☆298Updated last week
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆134Updated this week
- Resources for Quantitative Finance☆777Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated 2 years ago
- Toolkit for integration and analysis☆429Updated 2 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆190Updated 4 years ago
- Open sourced research notebooks by the QuantConnect team.☆707Updated last year
- ☆382Updated 3 weeks ago