Projects sharing features with FinancePy

Quantlib implementation in pure Julia

PyPortfolioOpt is a comprehensive portfolio optimization library for Python that provides a full suite of methods for constructing and analyzing investment portfolios. At its core, the library implements mean-variance optimization, the Black-Litterman Bayesian model, and Hierarchical Risk Parity, giving users multiple approaches to asset allocation. It includes a complete covariance estimation toolkit with interchangeable estimators such as sample, exponential, shrinkage, and minimum-covariance-determinant methods, along with expected return estimation using historical mean, exponential weight

QuantStats is an open-source Python library that calculates risk and return metrics from a portfolio return series and generates comprehensive HTML tear sheets. It computes dozens of financial statistics—including Sharpe ratio, drawdown, and volatility—in a single pass over the input data, using vectorized pandas operations for efficiency. The library distinguishes itself by combining portfolio performance analysis with Monte Carlo simulation, which models thousands of random return paths to estimate the probability of reaching financial targets or hitting loss thresholds. It produces self-co

Portfolio and risk analytics in Python

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

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

Common financial technical indicators implemented in Pandas.

This project is a Python wrapper for the TA-Lib C library, serving as a financial technical analysis library and quantitative trading tool. It provides a collection of mathematical functions designed to analyze market price movements, identify trading signals, and recognize candlestick patterns within financial data. The library focuses on the computation of trend, momentum, and volume metrics. It includes specialized tools for candlestick pattern recognition to detect recurring price action shapes in both historical and real-time data. The system integrates with NumPy arrays to process cont

Technical analysis library for Rust language

This project is a Python financial analytics framework and quantitative trading library. It provides a suite of mathematical tools for asset pricing, statistical market analysis, and the development of algorithmic trading strategies. The library is distinguished by its focus on currency and commodity correlation modeling, using regression and normalization to identify exchange rate drivers. It features a specialized portfolio optimization engine that applies graph theory, such as clique centrality and degeneracy ordering, alongside quadratic programming to balance risk-adjusted returns. The

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 fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

Bringing Magic To Your Mobile App With Deep Learning - Teaching Your App To Detect Traffic Lights From 18,000 Images Is The First Step In Building Your Own Self Driving Car

Python client for Alpaca's trade API

R code for quantitative analysis in finance

Transform ML models into a native code (Java, C, Python, Go, JavaScript, Visual Basic, C#, R, PowerShell, PHP, Dart, Haskell, Ruby, F#, Rust) with zero dependencies

A TypeScript implementation of a Model Context Protocol (MCP) server that integrates with PiAPI's API. PiAPI makes user able to generate media content with Midjourney/Flux/Kling/LumaLabs/Udio/Chrip/Trellis directly from Claude or any other MCP-compatible apps.

Python implementation of the R package fOptions for use in energy trading. Changes include coverting the package to OOP as well as Finite Difference Methods for Option greeks for all Options.

QoX is a fast and accurate quant library written in Rust, designed to work in production environments. These samples demonstrate its performance and ease of use.

LiteLLM is a unified gateway and proxy server designed to centralize access to over one hundred language model providers. It provides a standardized API interface that abstracts vendor-specific schemas, allowing developers to interact with diverse models through a single, consistent format. By acting as a central traffic management layer, it enables organizations to route, secure, and govern model interactions across multiple deployments. The platform distinguishes itself through its policy-driven architecture, which uses configuration-based routing to manage traffic distribution, load balanc

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2. Apply sample/measurement 3. Query model for inference of non-directly observed variables 4. Query model for decisions based on maximum payoff/lowes loss

OpenSandbox is a secure sandbox runtime and containerized code execution engine designed to run AI-generated code and scripts in isolated environments. It serves as a workload orchestrator that prevents host system contamination by utilizing kernel-level isolation to execute arbitrary commands and scripts. The project distinguishes itself by providing a model context server that bridges large language models to the sandbox for performing file operations and system commands. It also includes a remote GUI sandbox that supports browser automation and desktop interfaces via remote access protocol