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The Top 23 Derivatives Open Source Projects

Open source projects categorized as Derivatives
Categories > Derivatives
Gs Quant ⭐ 2,272
Python toolkit for quantitative finance
most recent commit 3 months ago
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 2total releases 42most recent commit 4 months agopypi financepy} Downloads
Autodiff ⭐ 1,454
automatic differentiation made easier for C++
dependent packages 1total releases 25most recent commit 3 months ago
Synthetix ⭐ 1,157
Synthetix Solidity smart contracts
dependent packages 17total releases 421most recent commit 3 months agonpm synthetix} Downloads
Enzyme ⭐ 1,142
High-performance automatic differentiation of LLVM and MLIR.
most recent commit a month ago
Strata ⭐ 799
Open source analytics and market risk library from OpenGamma
dependent packages 3total releases 126most recent commit 4 months ago
Nsepy ⭐ 721
Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices
dependent packages 4total releases 8most recent commit 4 months agopypi nsepy} Downloads
Defi Derivatives ⭐ 681
A hopefully comprehensive guide to the defi derivative landscape
most recent commit 10 months ago
Smt ⭐ 587
Surrogate Modeling Toolbox
dependent packages 12total releases 35most recent commit 3 months agopypi smt} Downloads
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.
most recent commit a year ago
Tai ⭐ 447
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
dependent packages 3total releases 75most recent commit 10 months agohex tai} Downloads
Findiff ⭐ 361
Python package for numerical derivatives and partial differential equations in any number of dimensions.
dependent packages 16total releases 33most recent commit 5 months agopypi findiff} Downloads
Python Nse Option Chain Analyzer ⭐ 280
The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.
most recent commit a year ago
Finitediff.jl ⭐ 221
Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
most recent commit 3 months ago
Investbook ⭐ 219
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
most recent commit 4 months ago
Bifrost ⭐ 208
A parachain focused on building bridges of chains based on PoS consensus.
most recent commit 3 months ago
Xad ⭐ 203
Comprehensive automatic differentiation in C++
most recent commit 3 months ago
Optlib ⭐ 182
A library for financial options pricing written in Python.
most recent commit a year ago
Compendium ⭐ 171
The Greatest Collection of anything related to finance and crypto
most recent commit 9 months ago
Pyoptionpricing ⭐ 157
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
most recent commit 2 years ago
Pyfeng ⭐ 116
Python Financial ENGineering (PyFENG package in PyPI.org)
total releases 17most recent commit 4 months ago
Options_backtester ⭐ 115
Simple backtesting software for options
most recent commit a year ago
Proj_option_pricing_matlab ⭐ 115
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
most recent commit 10 months ago
The 10 Most Depended On Derivatives Open Source Projects
Splines2 ⭐ 29
Regression Spline Functions and Classes
dependent packages 25total releases 21latest release August 19, 2023most recent commit 8 months ago
Synthetix ⭐ 1,157
Synthetix Solidity smart contracts
dependent packages 17total releases 421latest release December 06, 2023most recent commit 3 months agonpm synthetix} Downloads
Findiff ⭐ 361
Python package for numerical derivatives and partial differential equations in any number of dimensions.
dependent packages 16total releases 33latest release August 11, 2022most recent commit 5 months agopypi findiff} Downloads
Smt ⭐ 587
Surrogate Modeling Toolbox
dependent packages 12total releases 35latest release November 24, 2023most recent commit 3 months agopypi smt} Downloads
Autograd Gamma ⭐ 13
NotImplementedError: VJP of gammainc wrt argnum 0 not defined
dependent packages 6total releases 8latest release October 15, 2020most recent commit 4 years agopypi autograd-gamma} Downloads
Immview ⭐ 6
JavaScript library to create Domains - non-visual components, exposing their state and having specific to them actions.
dependent packages 4total releases 51latest release January 24, 2018most recent commit 6 years agonpm immview} Downloads
Marketprotocol ⭐ 81
Ethereum based derivatives trading protocol creating digital tokens for any asset
dependent packages 4total releases 13latest release May 28, 2019most recent commit a year agonpm @marketprotocol/marketprotocol} Downloads
Prospectr ⭐ 29
R package: Misc. Functions for Processing and Sample Selection of Spectroscopic Data
dependent packages 4total releases 9latest release July 19, 2022most recent commit a year ago
Nsepy ⭐ 721
Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices
dependent packages 4total releases 8latest release March 07, 2020most recent commit 4 months agopypi nsepy} Downloads
Strata ⭐ 799
Open source analytics and market risk library from OpenGamma
dependent packages 3total releases 126latest release November 14, 2023most recent commit 4 months ago
The 10 Latest Releases In Derivatives Open Source Projects
Synthetix ⭐ 1,157
Synthetix Solidity smart contracts
dependent packages 17total releases 421latest release December 06, 2023most recent commit 3 months agonpm synthetix} Downloads
Smt ⭐ 587
Surrogate Modeling Toolbox
dependent packages 12total releases 35latest release November 24, 2023most recent commit 3 months agopypi smt} Downloads
Pyfeng ⭐ 116
Python Financial ENGineering (PyFENG package in PyPI.org)
total releases 17latest release November 16, 2023most recent commit 4 months ago
Strata ⭐ 799
Open source analytics and market risk library from OpenGamma
dependent packages 3total releases 126latest release November 14, 2023most recent commit 4 months ago
Pymoto ⭐ 14
Modular framework for optimization with semi-automatic derivatives
total releases 7latest release November 06, 2023most recent commit 4 months ago
Ig Trading Api ⭐ 29
IG Trading API for Node.js, written in TypeScript.
dependent packages 2total releases 28latest release October 03, 2023most recent commit 3 months agonpm ig-trading-api} Downloads
Splines2 ⭐ 29
Regression Spline Functions and Classes
dependent packages 25total releases 21latest release August 19, 2023most recent commit 8 months ago
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