The QuantLib extension modules

The QuantLib C++ library

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

Python toolkit for quantitative finance

Tensors and Dynamic neural networks in Python with strong GPU acceleration

A collection of components that make it easy to build interactive charts with D3

Quasar Framework - Build high-performance VueJS user interfaces in record time

Apache Avro is a data serialization system.

光 HikariCP・A solid, high-performance, JDBC connection pool at last.

A multi-factor equity risk model for quantitative trading.

TopoBench is a Python library designed to standardize benchmarking and accelerate research in Topological Deep Learning

Time series analysis for Rust, with bindings to Python and Javascript

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

Rust library for quantitative finance.

GraphQL Java implementation

ANTLR (ANother Tool for Language Recognition) is a powerful parser generator for reading, processing, executing, or translating structured text or binary files.

The OpenTelemetry website and documentation

Open Source Risk Engine

Eclipse Jersey Project - Read our Wiki:

The official QuickFIX/J project repository

GUI for enterprise level high frequency trading systems, making focus on visualizing market microstructure analytics, such Limit Order Book dynamic, latencies, execution quality, and other analytic…

Website dedicated to a book on machine learning for factor investing

Run batch files as Windows service

CAS, Commutative Rings, Fraction Fields, Quotient Rings, Polynomial Rings, Galois Fields

Symbolic programming for the next generation of numerical software

Fast Avro for Python

Groebner bases in pure Julia

RxJava – Reactive Extensions for the JVM – a library for composing asynchronous and event-based programs using observable sequences for the Java VM.