finmath / finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
☆496Updated 3 weeks ago
Related projects ⓘ
Alternatives and complementary repositories for finmath-lib
- Open source analytics and market risk library from OpenGamma☆854Updated 2 weeks ago
- JQuantLib is a library for Quantitative Finance written in 100% Java☆126Updated 8 years ago
- Java/MySQL real-time algorithmic trading using Interactive Brokers API☆245Updated last year
- QuantLib wrappers to other languages☆344Updated this week
- A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter mo…☆325Updated 3 years ago
- QuantComponents - Free Java components for Quantitative Finance and Algorithmic Trading☆163Updated 6 years ago
- Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS AP…☆166Updated last year
- A Java API for Developing Automated Trading Applications for the Equity, Futures, and Currency Markets☆145Updated 6 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆120Updated 2 months ago
- Quant DSL☆344Updated 6 years ago
- Parent module to include active modules☆642Updated this week
- Cython QuantLib wrappers☆1,008Updated 3 months ago
- Quantitative Finance and Algorithmic Trading☆326Updated 9 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆370Updated 4 years ago
- Basic options pricing in Python☆307Updated 9 years ago
- Open Source Risk Engine☆505Updated last month
- C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQF…☆495Updated this week
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆178Updated 8 years ago
- Open sourced research notebooks by the QuantConnect team.☆521Updated 6 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆650Updated 4 years ago
- Financial Derivatives Calculator with 168+ Models (Options Calculator)☆198Updated this week
- Resources for Quantitative Finance☆678Updated 5 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,584Updated last month
- Goldman Sachs - Quantitative Strategies Research Notes☆309Updated 4 years ago
- Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event …☆454Updated last year
- Fast FIX protocol library for the JVM☆325Updated this week
- Quantitative Finance tools☆500Updated last year
- ☆60Updated 7 months ago
- A nimble options backtesting library for Python☆1,002Updated 4 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆681Updated last year