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tf-quant-finance

Appears in 5 awesome lists

High-performance TensorFlow library for quantitative finance from Google

Open github.comgoogle/tf-quant-finance

Found in these lists

Awesome AI in Finance

Section: Framework · High-performance TensorFlow library for quantitative finance.

FreshScore 87

Awesome Quant

Section: Financial Instruments & Pricing · Python - High-performance TensorFlow library for quantitative finance.

FreshScore 91

Libraries and packages

Section: Pricing · High-performance TensorFlow library for quantitative finance from Google

FreshScore 86

awesome-python

Section: Mathematics · High-performance TensorFlow library for quantitative finance.

FreshScore 81

Awesome Systematic Trading

Section: Pricing · High-performance TensorFlow library for quantitative finance from Google

FreshScore 89

BDE Score

| Python, MCP | - AI-powered multi-market stock analysis with transparent multi-factor scoring for 73 stocks across US, HK, and A-share markets. EU AI Act Art.50 compliant. MCP server + REST API.

In 4 listsDetails

FinancePy

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

In 4 listsDetails

PyQL

| Python, Cython | - Python wrapper of the famous pricing library QuantLib

In 3 lists

ffn

| Python | - A financial function library for Python

In 3 lists

RustQuant

Rust - Quantitative finance library written in Rust.

In 2 lists

gs-quant

Python - Python toolkit for quantitative finance.

In 2 lists

QuantLib.jl

| Julia | - Quantlib implementation in pure Julia.

In 2 lists

vollib

| Python | - Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.

In 2 lists