derivatives

Python toolkit for quantitative finance

automatic differentiation made easier for C++

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

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.

Synthetix Solidity smart contracts

Open source analytics and market risk library from OpenGamma

A hopefully comprehensive guide to the defi derivative landscape

A multi-asset, multi-strategy, event-driven trading platform for running many strategies at many venues simultaneously with portfolio-based risk management and capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.

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

Quantitative Finance tools

The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.

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

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

A parachain focused on building bridges of chains based on PoS consensus.

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

A library for financial options pricing written in Python.

The Greatest Collection of anything related to finance and crypto

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Simple backtesting software for options

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.