A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Indicator Go delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀

Indicator TS delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀

A framework for estimating Basel IV capital requirements.

An Excel integration of OpenGamma Strata.

A .NET implementation of Initial Margin models.

Jupyter notebook examples using QuantLib.

Financial Instruments encoded as Smart Contracts. 💰 🏦 📈 🌷 [Work In Progress]

This repository presents an algorithm for analyzing financial instruments based on the correlation coefficient. The algorithm allows to calculate the degree of the relationship.

A portfolio of financial instrument recommendations to the average investor regarding the allocation of one’s capital in constructing the optimal portfolio based on different degrees of risk aversion.

This repository implements a Linear Regression model for predicting prices of financial instruments like stocks, currencies, and cryptocurrencies. It includes data preprocessing, model training, and evaluation using performance metrics like Mean Squared Error and R-squared.

Smart contracts for implementing complex OTC instruments and related infrastructure

Machine learning process to predict financial instrument prices up to 3 days