derivatives topic

List derivatives repositories

options_backtester

148
Stars
27
Forks
Watchers

Simple backtesting software for options

compendium

190
Stars
31
Forks
Watchers

The Greatest Collection of anything related to finance and crypto

tai

450
Stars
74
Forks
Watchers

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

investbook

232
Stars
50
Forks
Watchers

Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

gs-quant

7.2k
Stars
887
Forks
154
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Python toolkit for quantitative finance

optionmatrix

186
Stars
46
Forks
Watchers

Financial Derivatives Calculator with 168+ Models (Options Calculator)

autodiff

1.5k
Stars
166
Forks
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automatic differentiation made easier for C++

FiniteDiff.jl

241
Stars
39
Forks
Watchers

Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support

bifrost

360
Stars
79
Forks
Watchers

One Stake, Endless Opportunities. Build with Polkadot SDK (Substrate).