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Top 23 Derivative Open-Source Projects
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FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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casadi
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 or Matlab/Octave.
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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
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Tai
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
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Python-NSE-Option-Chain-Analyzer
The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.
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FiniteDiff.jl
Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support
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investbook
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
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PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
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notebooks
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers. (by differential-machine-learning)
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DL4S
Accelerated tensor operations and dynamic neural networks based on reverse mode automatic differentiation for every device that can run Swift - from watchOS to Linux
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bhavCopy-downloader
Get free NSE and BSE data(bhavcopy, derivatives), based on customizable index and date. Give it a star if you like it
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option-pricer
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
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SaaSHub
SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
Project mention: gs-quant: NEW Derivatives and Hedging - star count:2095.0 | /r/algoprojects | 2023-09-22
Project mention: FinancePy: NEW Derivatives and Hedging - star count:1675.0 | /r/algoprojects | 2023-11-10
Interface for several solvers and integrators.
Project mention: Strata: NEW Derivatives and Hedging - star count:772.0 | /r/algoprojects | 2023-08-08
Project mention: Quantsbin: NEW Derivatives and Hedging - star count:402.0 | /r/algoprojects | 2023-09-02
Project mention: Python-NSE-Option-Chain-Analyzer: NEW Data - star count:282.0 | /r/algoprojects | 2023-06-03
Project mention: investbook: NEW Derivatives and Hedging - star count:215.0 | /r/algoprojects | 2023-11-06
- and more under our strategy library: https://github.com/deltaray-io/strategy-library
As of today the live part is running as a private beta and targetting to fix the annoyances around these complex instruments.
Tech details:
NOTE:
The open source projects on this list are ordered by number of github stars.
The number of mentions indicates repo mentiontions in the last 12 Months or
since we started tracking (Dec 2020).
Derivatives related posts
- gs-quant: NEW Derivatives and Hedging - star count:2095.0
- gs-quant: NEW Derivatives and Hedging - star count:2095.0
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pyomo VS casadi - a user suggested alternative
2 projects | 5 Sep 2023
- Quantsbin: NEW Derivatives and Hedging - star count:402.0
- Quantsbin: NEW Derivatives and Hedging - star count:402.0
- Quantsbin: NEW Derivatives and Hedging - star count:402.0
- gs-quant: NEW Derivatives and Hedging - star count:1942.0
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A note from our sponsor - WorkOS
workos.com | 26 Apr 2024
Index
What are some of the best open-source Derivative projects? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | gs-quant | 2,456 |
| 2 | FinancePy | 1,898 |
| 3 | casadi | 1,553 |
| 4 | autodiff | 1,532 |
| 5 | synthetix | 1,178 |
| 6 | Strata | 818 |
| 7 | defi-derivatives | 711 |
| 8 | Quantsbin | 450 |
| 9 | Tai | 447 |
| 10 | Python-NSE-Option-Chain-Analyzer | 372 |
| 11 | optlib | 353 |
| 12 | FiniteDiff.jl | 238 |
| 13 | investbook | 230 |
| 14 | bifrost | 215 |
| 15 | compendium | 189 |
| 16 | PROJ_Option_Pricing_Matlab | 152 |
| 17 | notebooks | 132 |
| 18 | DL4S | 100 |
| 19 | FastAD | 92 |
| 20 | bhavCopy-downloader | 36 |
| 21 | Sword | 28 |
| 22 | option-pricer | 10 |
| 23 | strategy-library | 6 |
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