Open source analytics and market risk library from OpenGamma
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Updated
Jul 2, 2026 - Java
Open source analytics and market risk library from OpenGamma
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
A Java library for the Alpaca brokerage platform providing access to stocks, options, crypto trading, and more (https://alpaca.markets)
The foundational library of the Morpheus data science framework
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Java 实盘量化框架
Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.
Excel bindings for OpenGamma's Strata library
Computational Financial Mathematics
Examples demonstrating the nAG Library for Java
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
AI-powered algorithmic trading engine: market data, options pricing & Greeks, execution algos (VWAP/TWAP/POV/IS/Close/Momentum), smart order routing, layered pre-trade risk (sector / beta / ADV / VaR /correlated clusters), real-time positions & P&L, TCA, allocation, reconciliation. Extensible: pluggable strategies, composable risk, RFQ + electronic
A Java library that provides a variety of technical indicators for time series data, such as OHLC bars.
A Java library that abstracts the mathematical operations on real decimal numbers represented in computer memory as floating-point binary numbers or arbitrary-precision decimal numbers.
A program for analyzing closing prices for stocks
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