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Python toolkit for quantitative finance

CISO Assistant is a one-stop-shop GRC platform for Risk Management, AppSec, Compliance & Audit, TPRM, BIA, Privacy, and Reporting. It supports 200+ global frameworks with automatic control mapping, including ISO 27001, NIST CSF, SOC 2, CIS, PCI DSS, NIS2, DORA, GDPR, HIPAA, CMMC, and more.

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Open Source Algo Trading Platform for Everyone

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

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

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.

Use Python like a spreadsheet!

Risk tools for commodities trading and finance

High-Performance Automatic Differentiation for Python

Rust crate of validated, decimal-precise trading building blocks: price types, L2 order book, tick-to-OHLCV aggregation, hundreds of streaming indicators, position ledger, risk rules, Black-Scholes Greeks and a walk-forward backtester. On crates.io.

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

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

Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.