The fastest automatic differentiation library for C++, with Python bindings. Forward, adjoint and higher-order derivatives, checkpointing, Eigen support and JIT. Reproducible benchmarks against…

Language: C++
Stars: 440
Forks: 52
Licence: AGPL-3.0
Latest push: 2026-11-02

amaggiulli / QLNet

QLNet C# Library

Language: C#
Stars: 428
Forks: 191
Licence: BSD-3-Clause
Latest push: 2026-10-30

lballabio / QuantLib-SWIG

QuantLib wrappers to other languages

Language: SWIG
Stars: 403
Forks: 324
Latest push: 2026-10-28

Open-Lemma / options-implied-probability

OIPD computes the probabilities of an asset's future price as implied by the options market.

Language: Python
Stars: 355
Forks: 51
Licence: Apache-2.0
Latest push: 2026-04-29

just-krivi / option-pricing-models

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Language: Python
Stars: 333
Forks: 80
Latest push: 2025-01-17

boyac / pyOptionPricing

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Language: Python
Stars: 317
Forks: 33
Latest push: 2025-02-24

joaquinbejar / OptionStratLib

OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.

Language: Rust
Stars: 264
Forks: 55
Licence: MIT
Latest push: 2026-11-05

AnthonyBradford / optionmatrix

Financial Derivatives Calculator with 171+ Models (Options Calculator)

Language: C++
Stars: 252
Forks: 50
Licence: GPL-3.0
Latest push: 2025-02-27

daniel3303 / Equibles

Self-hosted, open-source financial data MCP server for AI agents — SEC filings, XBRL financials, 13F holdings, insider & congressional trades, short interest, FRED, CFTC/CBOE and daily prices across…

Language: C#
Stars: 241
Forks: 32
Licence: AGPL-3.0
Latest push: 2026-11-04

ArturSepp / StochVolModels

Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python

Language: Python
Stars: 241
Forks: 52
Licence: MIT
Latest push: 2026-11-03

sambacha / compendium

The Greatest Collection of anything related to finance and crypto

Language: Jupyter Notebook
Stars: 218
Forks: 29
Licence: Unlicense
Latest push: 2023-07-29

jkirkby3 / PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Language: MATLAB
Stars: 209
Forks: 81
Licence: MIT
Latest push: 2024-11-19

rust-dd / stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

Language: Rust
Stars: 199
Forks: 11
Licence: MIT
Latest push: 2026-11-04

jialuechen / torchquant

PyTorch for Quantitative Finance: Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

Language: Python
Stars: 191
Forks: 28
Licence: Apache-2.0
Latest push: 2025-12-16

marcdemers / py_vollib_vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

Language: Python
Stars: 163
Forks: 39
Licence: MIT
Latest push: 2024-12-02

jkirkby3 / fypy

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…

Language: Python
Stars: 150
Forks: 31
Licence: MIT
Latest push: 2025-02-27

lakshmiDRIP / DROP

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Language: HTML
Stars: 144
Forks: 51
Licence: Apache-2.0
Latest push: 2026-03-01

eddelbuettel / rquantlib

R interface to the QuantLib library

Language: C++
Stars: 137
Forks: 52
Latest push: 2026-10-13

yzoz / python-option-calculator

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

Language: Python
Stars: 136
Forks: 44
Licence: MIT
Latest push: 2026-10-11

gabrielepompa88 / pyBlackScholesAnalytics

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

Language: Jupyter Notebook
Stars: 130
Forks: 36
Licence: MIT
Latest push: 2022-05-31

hsjharvey / Option-Pricing

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

Language: Python
Stars: 102
Forks: 29
Licence: MIT
Latest push: 2022-11-07

Robin-Guilliou / Option-Pricing

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Language: Jupyter Notebook
Stars: 96
Forks: 21
Latest push: 2022-01-11

JuliaComputing / Miletus.jl

Writing financial contracts in Julia

Language: Julia
Stars: 94
Forks: 25
Latest push: 2025-12-09

ChiragJhawar / ProjectReward

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Language: Python
Stars: 94
Forks: 23
Latest push: 2023-07-15

vslee / IEXSharp

IEX Cloud API for C# and other.net languages. Supports SSE streaming

Language: C#
Stars: 91
Forks: 34
Licence: MIT
Latest push: 2024-07-09

prudhvi-reddy-m / BlackScholes

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how…

Language: Python
Stars: 86
Forks: 69
Latest push: 2024-08-09

VivekPa / BinomialOptModel

A python program to implement the discrete binomial option pricing model

Language: Python
Stars: 84
Forks: 32
Licence: MIT
Latest push: 2022-04-05

Tinananan873 / AlphaGBM

AlphaGBM：AI 驱动的智能期权分析与高频交易量化软件。提供实时希腊字母计算与 IV 曲面拟合。

Stars: 80
Forks: 25
Latest push: 2026-02-26

ronniec95 / black_scholes

A SIMD based black scholes pricer using the crate

Language: Rust
Stars: 75
Forks: 9
Latest push: 2023-06-12

JuliaFinance / BusinessDays.jl

:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.

Language: Julia
Stars: 70
Forks: 23
Latest push: 2026-03-25

wilsonfreitas / R-fixedincome

Fixed income tools for R

Language: R
Stars: 64
Forks: 25
Latest push: 2025-05-10

quantmind / quantflow

Quantitative finance and derivative pricing

Language: Python
Stars: 58
Forks: 13
Licence: BSD-3-Clause
Latest push: 2026-08-16

sanko / Finance-Robinhood

Trade stocks and ETFs with free brokerage Robinhood and Perl

Language: Perl
Stars: 48
Forks: 18
Latest push: 2023-02-28

AIM-IT4 / QuantitativeDerivativeModels

Educational derivative pricing and risk models in Python: finite differences, binomial/trinomial trees, credit models and stochastic processes.

Language: Jupyter Notebook
Stars: 48
Forks: 5
Licence: MIT
Latest push: 2026-07-30

frontmark / jupyter-notebooks

Archived

Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks

Language: Jupyter Notebook
Stars: 40
Forks: 8
Licence: MIT
Latest push: 2026-06-26

George-Dros / Volatility_Surface

Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

Language: Python
Stars: 39
Forks: 15
Licence: MIT
Latest push: 2026-07-12

pratik141 / nsedt

Library to collect NSE data in pandas dataframe

Language: Python
Stars: 38
Forks: 19
Licence: Apache-2.0
Latest push: 2025-09-28

mkipnis / ql_rest

REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

Language: C++
Stars: 38
Forks: 9
Latest push: 2026-08-19

Aureliano90 / LP-Option-Hedging

A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.

Language: Python
Stars: 37
Forks: 8
Licence: AGPL-3.0
Latest push: 2022-06-29

anshuthopsee / nse-oi-visualizer

A simple real-time Open Interest & Strategy Profit and Loss Visualizer for Indian Benchmark Indices and F&O Stocks inspired by Sensibull. The app is built with React, Material UI, D3 and Node.

Language: TypeScript
Stars: 37
Forks: 18
Latest push: 2024-11-16

CBravoR / AdvancedAnalyticsLabs

Analytics labs notebooks for Statistics and Business School students

Language: Jupyter Notebook
Stars: 35
Forks: 16
Licence: GPL-3.0
Latest push: 2026-09-16

msabvid / Deep-PPDE

Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options

Language: Python
Stars: 35
Forks: 6
Licence: GPL-3.0
Latest push: 2022-02-15

ashish1610dhiman / pinn_option_pricing

Scientific Machine Learning for Option Pricing

Language: Jupyter Notebook
Stars: 35
Forks: 16
Licence: MIT
Latest push: 2024-01-11