Starred repositories
📦 Python library for Stochastic Processes Simulation and Visualisation
Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)
Java-code to generate peppol-bis-invoice-3 xml
Calendars for various securities exchanges.
Lark is a parsing toolkit for Python, built with a focus on ergonomics, performance and modularity.
Repository for the book "Crafting Interpreters"
A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
The modern API client that lives in your terminal.
The lean application framework for Python. Build sophisticated user interfaces with a simple Python API. Run your apps in the terminal and a web browser.
Run TUIs and terminals in your browser
Rich is a Python library for rich text and beautiful formatting in the terminal.
Stochastic Volatility Modeling
A compiler, optimizer and executor for financial expressions and factors
Open source analytics and market risk library from OpenGamma
HyperFormula is an open-source headless spreadsheet for business web apps. It comes with over 400 formulas, CRUD operations, undo-redo, clipboard support, and sorting.
JavaScript Data Grid / Data Table with a Spreadsheet Look & Feel. Works with React, Angular, and Vue. Supported by the Handsontable team ⚡
Investment Research for Everyone, Everywhere.
Add spreadsheet-like behavior to your React app
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 …
Low cost motion capture system for room scale tracking
Collection of notebooks about quantitative finance, with interactive python code.
A Python Excel Formula Parser similar to the javascript handsontable formulaparser