Back to clevasseur/ta-lib-rust
Projects sharing features with Ta Lib Rust
17 open-source projects similar to clevasseur/ta-lib-rust, ranked by shared indexed features. Tags may describe platforms or build tools rather than the same primary purpose. Check each project’s use case, license, and deployment requirements before treating it as a replacement.
- dcajasn/riskfolio-lib
dcajasn/Riskfolio-Lib
3,784View on GitHubRiskfolio-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
C++asset-allocationconvex-optimizationcvar-optimization - domokane/financepy
domokane/FinancePy
3,004View on GitHubA Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Jupyter Notebook - google/tf-quant-finance
google/tf-quant-finance
5,404View on GitHubThis 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
Python
