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
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Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
- asset-allocation
- portfolio
- portfolio-optimization
- quantitative-finance
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
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
- fat-tails
- finance
- kurtosis
- market-simulation