Repository Index

Python toolkit for quantitative finance

• gs-quant
• goldman-sachs
• risk-management
• trading-strategies

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

Quantitative analysis, strategies and backtests

• quantitative-finance
• quantitative-trading
• portfolio-management
• risk-management

Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn

• asset-allocation
• portfolio
• portfolio-optimization
• quantitative-finance

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.

• algorithmic-trading
• kalshi
• polymarket
• python

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.

• automatic-differentiation
• aad
• algorithmic-differentiation
• autodiff

Open Source SIEM (Security Information and Event Management system).

• siem
• risk-management
• risk-assessment
• vulnerability-management

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

• fat-tails
• finance
• kurtosis
• market-simulation