Alternatives and similar repositories for Engine

Users that are interested in Engine are comparing it to the libraries listed below

• lballabio / QuantLib-SWIG
  QuantLib wrappers to other languages
  ☆363Updated this week
• OpenSourceRisk / ORE-SWIG
  ☆50Updated last year
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,109Updated 2 months ago
• OpenGamma / Strata
  Open source analytics and market risk library from OpenGamma
  ☆891Updated 2 weeks ago
• johnbywater / quantdsl
  Quant DSL
  ☆360Updated 7 years ago
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆1,130Updated 11 months ago
• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …
  ☆251Updated this week
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆312Updated 10 years ago
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,708Updated 8 months ago
• rburkholder / trade-frame
  C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…
  ☆560Updated this week
• QuantConnect / Research
  Open sourced research notebooks by the QuantConnect team.
  ☆618Updated last year
• finmath / finmath-lib
  Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
  ☆524Updated last month
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆290Updated 9 years ago
• QuantConnect / Tutorials
  Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.
  ☆603Updated last year
• yhilpisch / dx
  DX Analytics | Financial and Derivatives Analytics with Python
  ☆738Updated 2 months ago
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆804Updated 2 years ago
• cvxgrp / cvxportfolio
  Portfolio optimization and back-testing.
  ☆1,086Updated this week
• roq-trading / roq-api
  C++23 interfaces used to communicate with Roq's market gateways.
  ☆481Updated 2 weeks ago
• lakshmiDRIP / DROP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆125Updated this week
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆430Updated 4 years ago
• lballabio / quantlib-old
  The QuantLib C++ library and extensions (warning: out of date)
  ☆472Updated 8 years ago
• yhilpisch / dawp
  Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
  ☆614Updated 4 years ago
• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆183Updated 3 years ago
• libtrading / libtrading
  Libtrading, an ultra low-latency trading connectivity library for C and C++.
  ☆712Updated 4 years ago
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆499Updated 7 years ago
• AsyncAlgoTrading / aat
  Asynchronous, event-driven algorithmic trading in Python and C++
  ☆732Updated 6 months ago
• paulperry / quant
  Quantitative Finance and Algorithmic Trading
  ☆362Updated 9 years ago
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆856Updated 2 years ago
• bpsmith / tia
  Toolkit for integration and analysis
  ☆426Updated 2 years ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆697Updated 2 months ago