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The Top 10 Derivatives Open Source Projects

Open source projects categorized as Derivatives
Categories  > Derivatives
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goldmansachs/gs-quant ⭐ 2,272
Python toolkit for quantitative finance
dependent packages 0 total releases 0 most recent commit over 2 years ago
domokane/FinancePy ⭐ 1,711
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
dependent packages 0 total releases 0 most recent commit over 2 years ago
autodiff/autodiff ⭐ 1,454
automatic differentiation made easier for C++
dependent packages 0 total releases 0 most recent commit over 2 years ago
Synthetixio/synthetix ⭐ 1,157
Synthetix Solidity smart contracts
dependent packages 0 total releases 0 most recent commit over 2 years ago
EnzymeAD/Enzyme ⭐ 1,100
High-performance automatic differentiation of LLVM and MLIR.
dependent packages 0 total releases 0 most recent commit over 2 years ago
OpenGamma/Strata ⭐ 947
Open source analytics and market risk library from OpenGamma
dependent packages 0 total releases 0 most recent commit about 1 month ago
swapniljariwala/nsepy ⭐ 721
Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices
dependent packages 0 total releases 0 most recent commit over 2 years ago
0xperp/defi-derivatives ⭐ 681
A hopefully comprehensive guide to the defi derivative landscape
dependent packages 0 total releases 0 most recent commit about 3 years ago
SMTorg/smt ⭐ 587
Surrogate Modeling Toolbox
dependent packages 0 total releases 0 most recent commit over 2 years ago
s-brez/trading-server ⭐ 559
A multi-asset, multi-strategy, event-driven trading platform for running many strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.
dependent packages 0 total releases 0 most recent commit about 3 years ago
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