A header-only C++ library for large scale eigenvalue problems

Seamless operability between C++11 and Python

Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.

Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

xlwings is a Python library that makes it easy to call Python from Excel and vice versa. It works with Excel on Windows and macOS as well as with Google Sheets and Excel on the web.

Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11

A Python-embedded modeling language for convex optimization problems.

Financial data platform for analysts, quants and AI agents.

Statsmodels: statistical modeling and econometrics in Python

⚡️ Lightning-fast backtesting engine to find your trading edge.

The Operator Splitting QP Solver

Splitting Conic Solver

ARCH models in Python

Download market data from Yahoo! Finance's API

Python tools for geographic data

A Python-embedded modeling language for convex optimization problems.

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.