Projects sharing features with QuantLib

Backtrader is a Python framework designed for the development, backtesting, and live execution of algorithmic trading strategies. It provides a comprehensive environment for quantitative finance, allowing users to simulate trading logic against historical market data or connect directly to brokerage platforms for automated real-time trading. The project distinguishes itself through a unified event-driven architecture that treats backtesting and live trading with the same API. This consistency is supported by a flexible data-feed abstraction layer that normalizes diverse financial sources, ena

This project is a C++ template tutorial and metaprogramming guide. It provides instructional content on using templates to implement generic programming and execute Turing-complete logic during the compilation process. The guide serves as a reference for static type dispatching, substitution failure, and the use of concepts to ensure type safety. It covers methods for selecting function implementations at compile time to eliminate runtime branching. The material addresses compile-time type manipulation, including the transformation of type qualifiers and the use of constraints to prevent inv

Cython QuantLib wrappers

R interface to the QuantLib library

Quantlib implementation in pure Julia

JQuantLib is a library for Quantitative Finance written in 100% Java

MATLAB MAT File I/O Library with support for MATLAB Class Object System

A C++ header-only library of statistical distribution functions.

P(R*_{3, 0, 1}) specialized SIMD Geometric Algebra Library

LibTomMath is a free open source portable number theoretic multiple-precision integer library written entirely in C.

SymEngine is a fast symbolic manipulation library, written in C++

This project is a header-only C++ library designed for graphics mathematics, providing a comprehensive suite of vector, matrix, and quaternion types. It is built using template metaprogramming to generate mathematical primitives at compile time, eliminating the need for precompiled binary libraries and allowing for direct integration into existing build systems. The library is distinguished by its strict adherence to the OpenGL Shading Language specification, ensuring that mathematical results remain consistent across both CPU and GPU code. It provides specialized utilities for managing float

An efficient C++20 GPU numerical computing library with Python-like syntax

linalg.h is a single header, public domain, short vector math library for C++

tiny recursive descent expression parser, compiler, and evaluation engine for math expressions

a lean linear math library, aimed at graphics programming. Supports vec3, vec4, mat4x4 and quaternions

Fast, easy automatic differentiation in C++

MIRACL Cryptographic SDK: Multiprecision Integer and Rational Arithmetic Cryptographic Library is a C software library that is widely regarded by developers as the gold standard open source SDK for elliptic curve cryptography (ECC).

NumCpp is a C++ framework and numerical computing library that provides a toolkit for multi-dimensional array management and mathematical routines. It functions as a C++ implementation of the NumPy ecosystem, offering a scientific computing framework for managing tensors and performing complex algebraic equations. The project enables high-performance array manipulation within a C++ environment without relying on a Python runtime. It distinguishes itself by providing a NumPy-like interface for executing linear algebra, managing multi-dimensional data structures, and performing numerical proces

This project is a quantitative finance library providing implementations of numerical methods for financial engineering. It focuses on derivative pricing, portfolio optimization, stochastic simulation, and volatility calibration. The library includes tools for calculating option values using Monte Carlo simulations, binomial trees, and Fourier inversion. It provides a framework for fitting volatility smiles to market data and a simulation engine for generating asset price paths via geometric Brownian motion and jump-diffusion models. The codebase covers broader numerical analysis capabilitie

This project is a Python quantitative finance library designed for gathering, manipulating, and analyzing stock market data. It provides a suite of tools for quantitative stock analysis, including an equity screening framework for filtering stocks based on technical and fundamental criteria. The library features a machine learning price predictor for classifying stock movements and forecasting future price directions. It also includes a financial technical analysis tool to calculate indicators such as Bollinger Bands, RSI, and MACD, alongside an algorithmic trading simulator for testing portf

The FinanceToolkit is an open-source Python library for quantitative finance that provides a unified framework for financial analysis, asset valuation, and risk management. It serves as a comprehensive platform for computing over 200 financial metrics and ratios, with capabilities spanning financial ratio analysis, fixed income analytics, macroeconomic data aggregation, options pricing, and portfolio risk management. The toolkit distinguishes itself through a modular architecture that separates data retrieval from computation, with stateless engines for financial models like Black-Scholes, GA

Awesome-quant is a curated directory of open-source software libraries and tools designed for quantitative finance, algorithmic trading, and financial data analysis. It serves as a central hub for discovering resources that support the entire lifecycle of financial modeling, from raw data ingestion to complex statistical research. The repository organizes specialized tools into categorized collections, enabling users to identify solutions for high-performance numerical computing, technical indicator calculation, and derivative pricing. It highlights frameworks that facilitate the construction

FinceptTerminal is a quantitative finance platform and financial engineering library designed for asset valuation, risk management, and fixed-income analytics. It provides a comprehensive suite for algorithmic trading and investment strategy automation, integrating specialized language model agents and node-based workflows to automate market research and alpha generation. The project distinguishes itself with a dedicated game theory analysis engine for calculating Nash equilibria and simulating strategic interactions in competitive markets. It also features a specialized credit risk modeling

FundamentalAnalysis is a comprehensive financial analysis library, quantitative finance framework, and macroeconomic data integrator. It provides tools for computing financial ratios, executing corporate health metrics, and pricing derivatives and bonds using mathematical models. The project integrates diverse data streams, including global economic indicators, real-time market quotes, and standardized corporate financial statements. It features a technical analysis engine for generating momentum and volatility indicators, as well as a portfolio performance analyzer for tracking risk-adjusted

Jesse is a Python algorithmic trading framework used for developing, backtesting, and executing quantitative trading strategies. It functions as a trading strategy backtester and a machine learning trading platform, providing an environment to train predictive models on historical market data and deploy them into live strategies. The framework features a standardized crypto exchange connectivity layer that allows for the execution of automated spot and futures trades across multiple cryptocurrency exchanges via an exchange-agnostic interface. It includes a quantitative risk analysis toolset t

Day Trader Skill is a collection of Claude skills that brings intraday stock-trading workflows into an AI assistant. Each skill handles one trading job, such as scanning charts for setups, tracking news, planning an order, or simulating how a trade might play out. The skills combine into a larger workflow that runs from finding a candidate through timing the entry and exit. What sets it apart is the way orders are handled. Each trade is built as a single linked bracket order with an entry, a stop, and a target. The share count is sized from the account size and the maximum loss allowed per tr