lballabio / QuantLib
The QuantLib C++ library
☆5,796Updated this week
Alternatives and similar repositories for QuantLib:
Users that are interested in QuantLib are comparing it to the libraries listed below
- QuantStart.com - QSTrader backtesting simulation engine.☆3,088Updated 8 months ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,205Updated 9 months ago
- Performance analysis of predictive (alpha) stock factors☆3,602Updated last year
- Portfolio and risk analytics in Python☆5,874Updated last year
- Systematic Trading in python☆2,826Updated 3 weeks ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,302Updated this week
- bt - flexible backtesting for Python☆2,453Updated last month
- Python Algorithmic Trading Library☆4,515Updated last year
- Portfolio analytics for quants, written in Python☆5,487Updated 5 months ago
- ☆5Updated 5 years ago
- Quantitative research and educational materials☆2,544Updated 4 years ago
- Zipline, a Pythonic Algorithmic Trading Library☆18,281Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,310Updated 5 months ago
- Quantitative analysis, strategies and backtests☆2,458Updated last year
- High-performance TensorFlow library for quantitative finance.☆4,767Updated this week
- Open Source Risk Engine☆539Updated 5 months ago
- ffn - a financial function library for Python☆2,183Updated last month
- QTPyLib, Pythonic Algorithmic Trading☆2,185Updated 3 years ago
- Zipline, a Pythonic Algorithmic Trading Library☆1,320Updated 4 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,354Updated 8 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,791Updated 2 weeks ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,165Updated last year
- Cython QuantLib wrappers☆1,059Updated 2 weeks ago
- Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.☆4,946Updated last month
- QuantLib wrappers to other languages☆355Updated last week
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,141Updated 4 years ago
- QuickFIX C++ Fix Engine Library☆1,688Updated 2 months ago
- TA-Lib (Core C Library)☆871Updated last week
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆4,846Updated 3 weeks ago
- ☆1,406Updated 2 years ago