CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

Open source analytics and market risk library from OpenGamma

automatic differentiation made easier for C++

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

Synthetix Solidity smart contracts

Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support

Upgrade latest kernel automatically for Ubuntu and derivatives such as Linux Mint. 🏃

Ethereum based derivatives trading protocol creating digital tokens for any asset

Multi-asset, multi-strategy, event-driven trade execution and management platform (OEMS) for automated buy-side trading of common markets, using MongoDB for storage and Telegram for notifications.

Quantitative Finance tools

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Trade stocks and ETFs with free brokerage Robinhood and Perl

Simple backtesting software for options

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Implemented Convolutional Neural Network, LSTM Neural Network, and Neural Network From Scratch in Python Language.

Easily source publicly available data on derivatives

Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks

Go library for using the Deribit's Websocket API

Financial derivatives modeling and pricing in Julia.

Abstract operators for large scale optimization in Julia

Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Implement, demonstrate, reproduce and extend the results of the article 'Differential Machine Learning' (Huge & Savine, 2020), and cover implementation details left out of the working paper

A symbolic derivative solver written in C for TI 84+ CE calculators

A Protocol for trading decentralized derivatives on Ethereum

Python Option Visualisation and Pricing using Black-Scholes Model

Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

ERC20-compatible Option Contracts

Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Trading API for Quedex Bitcoin Derivatives Exchange.

algebraic expressions parsing and evaluation through a property system based algorithm