finmath / finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
☆488Updated 2 months ago
Related projects: ⓘ
- Open source analytics and market risk library from OpenGamma☆841Updated 2 weeks ago
- JQuantLib is a library for Quantitative Finance written in 100% Java☆124Updated 8 years ago
- A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter mo…☆320Updated 3 years ago
- Java/MySQL real-time algorithmic trading using Interactive Brokers API☆241Updated last year
- QuantComponents - Free Java components for Quantitative Finance and Algorithmic Trading☆163Updated 6 years ago
- QuantLib wrappers to other languages☆339Updated this week
- Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS AP…☆165Updated last year
- Open Source Risk Engine☆485Updated last month
- A Java API for Developing Automated Trading Applications for the Equity, Futures, and Currency Markets☆145Updated 6 years ago
- Quant DSL☆337Updated 6 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆117Updated last week
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆334Updated 4 years ago
- Cython QuantLib wrappers☆975Updated last month
- A Java library for technical analysis ***Not maintained anymore, kept for archival purposes, see #192***☆375Updated 6 years ago
- Basic options pricing in Python☆306Updated 9 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆177Updated 8 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,525Updated last year
- Quantitative Finance and Algorithmic Trading☆316Updated 9 years ago
- Resources for Quantitative Finance☆627Updated 3 months ago
- Open sourced research notebooks by the QuantConnect team.☆498Updated 4 months ago
- Parent module to include active modules☆635Updated this week
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆663Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆621Updated 4 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆538Updated this week
- A nimble options backtesting library for Python☆975Updated 2 months ago
- C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQF…☆478Updated 3 months ago
- Fast FIX protocol library for the JVM☆321Updated this week
- Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event …☆450Updated last year
- ☆59Updated 5 months ago
- Portfolio optimization and back-testing.☆958Updated this week