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116 search results found
Gs Quant
⭐
2,272
Python toolkit for quantitative finance
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.
Autodiff
⭐
1,454
automatic differentiation made easier for C++
Synthetix
⭐
1,157
Synthetix Solidity smart contracts
Enzyme
⭐
1,142
High-performance automatic differentiation of LLVM and MLIR.
Strata
⭐
799
Open source analytics and market risk library from OpenGamma
Nsepy
⭐
721
Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices
Defi Derivatives
⭐
681
A hopefully comprehensive guide to the defi derivative landscape
Smt
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627
Surrogate Modeling Toolbox
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.
Tai
⭐
451
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Findiff
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361
Python package for numerical derivatives and partial differential equations in any number of dimensions.
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.
Finitediff.jl
⭐
221
Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
Investbook
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219
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Bifrost
⭐
208
A parachain focused on building bridges of chains based on PoS consensus.
Xad
⭐
203
Comprehensive automatic differentiation in C++
Optlib
⭐
182
A library for financial options pricing written in Python.
Compendium
⭐
171
The Greatest Collection of anything related to finance and crypto
Pyoptionpricing
⭐
157
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Pyfeng
⭐
116
Python Financial ENGineering (PyFENG package in PyPI.org)
Options_backtester
⭐
115
Simple backtesting software for options
Proj_option_pricing_matlab
⭐
115
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Oxide Enzyme
⭐
101
Enzyme integration into Rust. Experimental, do not use.
Notebooks
⭐
101
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
Ukupgrade
⭐
88
Upgrade latest kernel automatically for Ubuntu and derivatives such as Linux Mint. 🏃
Fastad
⭐
81
FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.
Marketprotocol
⭐
81
Ethereum based derivatives trading protocol creating digital tokens for any asset
Quantsbin
⭐
76
Quantitative Finance tools
Cryptochassis Data Api Docs
⭐
72
A REST API providing snapshot, tick, and aggregated market data for crypto-currencies
Dl4s
⭐
64
Accelerated tensor operations and dynamic neural networks based on reverse mode automatic differentiation for every device that can run Swift - from watchOS to Linux
Mathexpressions.net
⭐
62
➗ Library for parsing math expressions with rational numbers, finding their derivatives and compiling an optimal IL code
Qtsapp
⭐
59
The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega, Gamma, Vanna, Charm, Speed, Zomma, Color, Volga, Veta at an interval of a second and visually displays the trend in various indicators useful for Techn
Causing
⭐
51
Causing: CAUsal INterpretation using Graphs
Xfunc
⭐
48
xFunc provides a powerful parser and analyzer for mathematical expressions. It excels at calculating derivatives, simplifying expressions, and achieving high performance.
Financialderivatives.jl
⭐
47
Financial derivatives modeling and pricing in Julia.
Black Scholes Option Pricing Model
⭐
44
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
Rateslib
⭐
39
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
Core
⭐
39
SIREN Core Smart Contracts
Calculess
⭐
38
📚 Calculus Library for JS and NPM
Finance Robinhood
⭐
34
Trade stocks and ETFs with free brokerage Robinhood and Perl
Ftx Api Wrapper Python3
⭐
31
FTX Exchange API wrapper in python3
Bhavcopy Downloader
⭐
30
Get free NSE and BSE data(bhavcopy, derivatives), based on customizable index and date. Give it a star if you like it
Dataonderivatives
⭐
30
Easily source publicly available data on derivatives
Splines2
⭐
29
Regression Spline Functions and Classes
Noviceml
⭐
29
도서 머신러닝·딥러닝에 필요한 기초 수학 with 파이썬의 예제 코드와 그래프 그리는 코드 및 웹앱 저장소
Prospectr
⭐
29
R package: Misc. Functions for Processing and Sample Selection of Spectroscopic Data
Ig Trading Api
⭐
29
IG Trading API for Node.js, written in TypeScript.
Abstractoperators.jl
⭐
28
Abstract operators for large scale optimization in Julia
Xdiff.jl
⭐
27
eXpression differentiation in Julia
Metamath
⭐
26
Meta mathematics. Symbolic functions and derivatives.
Sgd From Scratch
⭐
25
Stochastic gradient descent from scratch for linear regression
Appendices
⭐
25
Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production
Sibyl
⭐
24
Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
Neural Networks
⭐
24
Implemented Convolutional Neural Network, LSTM Neural Network, and Neural Network From Scratch in Python Language.
Go Deribit
⭐
24
Go library for using the Deribit's Websocket API
Sword
⭐
22
Sword — A financial derivative language for the blockchain
Derivative Calculator
⭐
21
calculates the derivative of the given function
Gex Tracker
⭐
20
Dealers' gamma exposure (GEX) tracker
Risk_free_interest_rate
⭐
19
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Neuralnetwork
⭐
17
Very basic neural network implementation.
Symbolicderivative
⭐
16
A symbolic derivative solver written in C for TI 84+ CE calculators
Eth_option
⭐
16
ERC20-compatible Option Contracts
Derivatives Algorithms Lib
⭐
16
AAD enabled and scripting included derivatives modeling.
Symbolicnim
⭐
15
A symbolic library written purely in Nim with the ability to compile expressions into efficient functions.
Hessquik
⭐
15
Computing gradients and Hessians of feed-forward networks with GPU acceleration
Derivx
⭐
14
DerivX Core Library
Pymoto
⭐
14
Modular framework for optimization with semi-automatic derivatives
Nordnet
⭐
14
Uonfficial wrapper for financial data api from the Scandinavian broker Nordnet
Isda_simm
⭐
14
Implementation of ISDA SIMM v2.3~2.6
Signalanalysis
⭐
14
Signal analysis tool featuring FFT (fast Fourier transform), fractal dimension, entropy, and numerical differentiation and integration
Php Invest
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14
Self-hosted stock portfolio tracking software using PHP/Symfony. It tracks portfolios across multiple brokers and automatically updates daily stock data. It allows tracking trades of raw stock and EUSIPA derivatives/instruments.
Py Polynomial
⭐
13
A python package attempting to fully implement single-variable polynomials and methods related to them.
Hyperjet
⭐
13
Algorithmic differentiation with hyper-dual numbers in C++ and Python
Python Api
⭐
13
Trading API for Quedex Bitcoin Derivatives Exchange.
Autograd Gamma
⭐
13
NotImplementedError: VJP of gammainc wrt argnum 0 not defined
Jdmbs
⭐
13
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Atosym
⭐
13
algebraic expressions parsing and evaluation through a property system based algorithm
Deep Learning
⭐
12
This repository is a related to all about Deep Learning - an A-Z guide to the world of Data Science. This supplement contains the implementation of algorithms, statistical methods and techniques (in Python)
Derivative
⭐
12
Symbolic Differentiation with Elm
Calculus Of Variations
⭐
11
Project on solving the Calculus of variations problems using symbolic mathematics (2018).
Cloudprismamarginestimator
⭐
11
Cloud Prisma Margin Estimator documentation https://deutsche-boerse-risk.github.io/CloudPrisma
Rhqd Mathlab
⭐
10
数学函数的求值,求导。
Yahoo Options Scanner
⭐
10
Options Scanner
Java Market Maker
⭐
9
Simple Market Making bot for Quedex Bitcoin Derivatives Exchange.
Computational Finance
⭐
9
Collection of projects oriented around the computational finance domain.
Java Api
⭐
9
Trading API for Quedex Bitcoin Derivatives Exchange.
Drct_standard
⭐
8
Standardized Dynamic Rate Cash Transaction Token
Strataxl
⭐
8
An Excel integration of OpenGamma Strata.
Autodj
⭐
8
Automatic Differentiation Library
Omx Engine
⭐
8
An extensible, dynamic and blazing fast derivatives trading engine
Strata Excel
⭐
7
Excel bindings for OpenGamma's Strata library
Fmbasics
⭐
7
Financial Market Building Blocks
Javasdk
⭐
7
Java SDK providing access to the OpenGamma API
Trueexponential
⭐
7
True Exponential JS incremental game
Gaupromod
⭐
7
Software package for Gaussian Process (GP) modelling written in R language. The core functions are coded in C++ and based on the EIGEN library (through RcppEigen).
Rustyqlib
⭐
7
RustyQlib: A quant library for derivative pricing and quantitative finance
Vol Surface Visualizer
⭐
6
Volatility surface visualizer for cryptocurrency options.
Opium Protocol V2
⭐
6
Smart contracts of Opium Protocol v2
Fmdates
⭐
6
Financial Market Date Calculations
1-100 of 116 search results
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