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Rust library for quantitative finance.
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
Quantitative Finance tools
DX Analytics | Financial and Derivatives Analytics with Python
High-performance TensorFlow library for quantitative finance.
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
