Open Data Platform for analysts, quants and AI agents.
Python toolkit for quantitative finance
Efficiently computes derivatives of NumPy code.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Distributed GPU-Accelerated Framework for Evolutionary Computation. Comprehensive Library of Evolutionary Algorithms & Benchmark Problems.
Independent, focused OpenCore Legacy Patcher derivative for advanced Custom Mac / Hackintosh systems, providing Modern Wi-Fi (Broadcom & Intel), AppleHDA root patching and Broadcom AWDL/Continuity features including AirDrop, AirPlay, Screen Mirroring, Continuity Camera and Personal Hotspot on macOS Tahoe.
Open-source quantitative finance models in Python: option pricing and Greeks, volatility surfaces, deep hedging, portfolio construction and Monte Carlo. Every model runs on free data, with the full write-up on davidariasfinance.com