Synthetix Solidity smart contracts
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Updated
May 15, 2024 - JavaScript
Synthetix Solidity smart contracts
Python toolkit for quantitative finance
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Open source analytics and market risk library from OpenGamma
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.
automatic differentiation made easier for C++
Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq 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.
A hopefully comprehensive guide to the defi derivative landscape
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
A library for financial options pricing written in Python.
A parachain focused on building bridges of chains based on PoS consensus.
Quantitative Finance tools
Python Financial ENGineering (PyFENG package in PyPI.org)
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.
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Ethereum based derivatives trading protocol creating digital tokens for any asset
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