Open Data Platform for analysts, quants and AI agents.
Python toolkit for quantitative finance
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python, Matlab/Octave, Julia or Javascript
An initiative to reconstruct and port official Touhou Project games and its derivatives to every platform.
Open source analytics and market risk library from OpenGamma
The first AI-native CLI for trading crypto, stocks, forex, and derivatives.
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
Efficiently computes derivatives of NumPy code.
A fast and flexible implementation of Rigid Body Dynamics algorithms and their analytical derivatives
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Miscellaneous Linux security hardening settings for Kicksecure and derivatives
a numpy-like fast vector module for micropython, circuitpython, and their derivatives