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gs-quant is a quantitative finance library and financial data analytics toolkit. It serves as a framework for analyzing financial data, developing systematic trading strategies, and managing risk exposure for derivative products in global markets. The project provides tools for quantitative financial analysis, quantitative portfolio modeling, and the development of systematic trading strategies. It enables the calculation of risk for derivative products to structure and hedge positions across markets.
QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial calculations and simulations. It serves as a framework for quantitative finance modeling and trading risk management, providing the tools necessary to calculate fair values and risk metrics for diverse financial assets. The project focuses on financial instrument modeling and the evaluation of potential losses and exposure levels to inform portfolio management decisions. It provides a system for modeling financial instruments and managing trading risk through quantitative mathematical m
A library for financial options pricing written in Python.
The main features of dbrojas/optlib are: Financial Instruments and Pricing, Trading and Derivatives.
Open-source alternatives to dbrojas/optlib include: goldmansachs/gs-quant — gs-quant is a quantitative finance library and financial data analytics toolkit. It serves as a framework for… opengamma/strata — Open source analytics and market risk library from OpenGamma. lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial… artyyouth/r-quant — R code for quantitative analysis in finance. aviks/ito.jl — A Julia package for quantitative finance. avhz/rustquant — Rust library for quantitative finance.
