Python toolkit for 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.
Quantitative analysis, strategies and backtests
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
Oracle3: open-source trading engine and MCP server for prediction markets. Finds fee-adjusted no-arbitrage violations across related event contracts and trades them live on Kalshi, Polymarket and Solana, or on paper, under pre-trade risk limits. 13 MCP tools, JSON CLI, agent skills, 600+ tests.
The fastest automatic differentiation library for C++, with Python bindings. Forward, adjoint and higher-order derivatives, checkpointing, Eigen support and JIT. Reproducible benchmarks against CppAD, Adept and autodiff.
Open Source SIEM (Security Information and Event Management system).
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence