Python live trade execution library with zipline interface.

QuantStart.com - QSTrader backtesting simulation engine.

Zipline, a Pythonic Algorithmic Trading Library

Automatic Options Hedging and Backtesting

Simulation of delta hedging

C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neutral portfolio to minimize risk exposure.

Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market

A simple quantitative finance package for algorithmic trading and financial analysis framework.

A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.

The QuantLib C++ library

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas…

Investment Research for Everyone, Everywhere.

Open source software that helps you create and deploy high-frequency crypto trading bots

AMQP 0.9 client designed for asyncio and humans.

A Reinforcement Learning based Stock Trader with multiple backends