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Awesome List
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
ARCH models in Python
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.
Design of Risk Parity Portfolios
Risk tools for commodities trading and finance
Blazing fast Julia backtester.
Quantitative risk and performance analysis package for financial time series powered by the Julia language.