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This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk management. It serves as a financial derivative pricing engine, a model calibration tool, and a hardware-accelerated math library for numerical tasks. The library provides specialized capabilities for pricing financial assets using standard models and American option logic, as well as calibrating pricing models to market data through local volatility. It includes tools for constructing yield curves via bootstrapping algorithms and monotone convex interpolation. The framework covers a
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Riskfolio-Lib is a Python portfolio optimization library and convex risk management tool. It provides a framework for calculating optimal asset allocations using convex risk measures and mathematical programming solvers, supporting linear, quadratic, and semidefinite programming. The library features a hierarchical risk parity framework and financial asset clustering tools to group similar instruments and improve diversification. It includes a portfolio backtesting engine for simulating investment strategies using historical data and cross-validation. The system covers a broad range of quant
ffn - a financial function library for Python
The main features of pmorissette/ffn are: Financial Analysis, Financial Analytics, Financial Analytics Tools, Financial Instruments and Pricing.
Projects with overlapping indexed features include: google/tf-quant-finance — This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk… domokane/financepy — A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including… enthought/pyql — Cython QuantLib wrappers. greyblake/ta-rs — Technical analysis library for Rust language. dcajasn/riskfolio-lib — Riskfolio-Lib is a Python portfolio optimization library and convex risk management tool. It provides a framework for… heerozh/spectre — GPU-accelerated Factors analysis library and Backtester.
