Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- finance
- portfolio-optimization
- portfolio-management
- quantitative-finance
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High-performance TensorFlow library 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.
- risk
- pricing
- risk-management
- asset-allocation
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
- asset-allocation
- portfolio
- portfolio-optimization
- quantitative-finance
Common financial risk and performance metrics. Used by zipline and pyfolio.
Portfolio optimization with deep learning.
- deep-learning
- portfolio-optimization
- finance
- machine-learning
Technical Analysis Library for Golang
- technical-analysis
- golang
- go
- stock
Go library containing a collection of financial functions for time value of money (annuities), cash flow, interest rate conversions, bonds and depreciation calculations.
- golang
- fintech
TranslatedScorecard Development in R, scorecard
- r
- scorecard
- credit-scoring
- release
Streaming-first technical indicators with a Rust core: native Python, Node.js and WebAssembly bindings plus a C ABI hub for C, C++, C#, Go, Java and R. 514 indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement.
- algotrading
- backtesting
- bollinger-bands
- cryptocurrency
Financial Market Intelligence MCP Server — stock quotes, technical analysis, crypto data, and portfolio insights for AI agents
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
- fat-tails
- finance
- kurtosis
- market-simulation