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Awesome List
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
GitHub stars and default-branch commits for wilsonfreitas/awesome-quant.
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Financial data platform for analysts, quants and AI agents.
Python toolkit for quantitative finance
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
A library for financial options pricing written in Python.
Open source analytics and market risk library from OpenGamma
Quantitative Finance tools
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
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.
📚 MesoSim's Strategy Library
High-Performance Automatic Differentiation for Python
Financial Market Building Blocks
63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.