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
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
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
domokane/financepy 的主要功能包括：AI and Machine Learning, Financial Analytics, Financial Analytics Tools, Financial Instruments and Pricing。
domokane/financepy 的开源替代品包括： google/tf-quant-finance — This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk… enthought/pyql — Cython QuantLib wrappers. pmorissette/ffn — ffn - a financial function library for Python. heerozh/spectre — GPU-accelerated Factors analysis library and Backtester. 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…
