# Quantitative Finance

Github quantitative finance repos\
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Goldman Sachs\
[https://lnkd.in/dmd\_ZbUF](https://lnkd.in/dmd_ZbUF)\
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OpenBB-finance/OpenBBTerminal: Investment Research for Everyone, Anywhere.\
[https://lnkd.in/dzEntENU](https://lnkd.in/dzEntENU)\
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enthought/pyql: Cython QuantLib wrappers\
[https://lnkd.in/dPPyZRvE](https://lnkd.in/dPPyZRvE)\
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vollib/vollib: 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.\
[https://lnkd.in/d3qvVa8j](https://lnkd.in/d3qvVa8j)\
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jsmidt/QuantPy: A framework for quantitative finance In python.\
[https://lnkd.in/dv6PGy7j](https://lnkd.in/dv6PGy7j)\
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alpha-miner/Finance-Python: python tools for Finance with the functionality of indicator calculation, business day calculation and so on.\
[https://lnkd.in/dG7wWiB7](https://lnkd.in/dG7wWiB7)\
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pmorissette/ffn: ffn - a financial function library for Python\
[https://lnkd.in/dZwxcu5k](https://lnkd.in/dZwxcu5k)\
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GriffinAustin/pynance: Lightweight Python library for assembling and analysing financial data\
[https://lnkd.in/dwAwCgtu](https://lnkd.in/dwAwCgtu)\
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ynouri/pysabr: SABR model Python implementation\
[https://lnkd.in/dY84kpnw](https://lnkd.in/dY84kpnw)\
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domokane/FinancePy: A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.\
[https://lnkd.in/dJCYvMmn](https://lnkd.in/dJCYvMmn)\
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goldmansachs/gs-quant: Python toolkit for quantitative finance\
[https://lnkd.in/duSMc8qq](https://lnkd.in/duSMc8qq)\
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federicomariamassari/willowtree: Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.\
[https://lnkd.in/dn7sRMxb](https://lnkd.in/dn7sRMxb)\
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federicomariamassari/financial-engineering: Applications of Monte Carlo methods to financial engineering projects, in Python.\
[https://lnkd.in/dMie6KjS](https://lnkd.in/dMie6KjS)\
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dbrojas/optlib: A library for financial options pricing written in Python.\
[https://lnkd.in/d39bYk38](https://lnkd.in/d39bYk38)\
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google/tf-quant-finance: High-performance TensorFlow library for quantitative finance.\
[https://lnkd.in/djN5N-rJ](https://lnkd.in/djN5N-rJ)\
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RomanMichaelPaolucci/Q-Fin: A Python library for mathematical finance\
[https://lnkd.in/dVC95Adt](https://lnkd.in/dVC95Adt)\
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quantsbin/Quantsbin: Quantitative Finance tools\
[https://lnkd.in/dUCdDM-j](https://lnkd.in/dUCdDM-j)\
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bbcho/finoptions-dev\
[https://lnkd.in/d4EPTC2J](https://lnkd.in/d4EPTC2J)[![Goldman Sachs has 20 repositories available. Follow their code on GitHub.](https://media-exp1.licdn.com/dms/image/sync/C5627AQHXFTydW4R5EA/articleshare-shrink_480/0/1662864825037?e=1663477200\&v=beta\&t=3tv2IxOYQ897AVCeBcgEsU9t06ws90K7WO8lzjcJhKc)](https://github.com/goldmansachs)[\
](https://github.com/goldmansachs)
