Financial Engineering Python Packages

kiyosi

Modern C++23 derivatives pricing with Python bindings: vanilla and exotic options, structured products, Greeks, and CUDA-accelerated Monte Carlo.

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

businessdate

A fast, efficient Python library for generating business dates.

asrquant

ASRQuant is an open-source Python framework for auditable quantitative finance research, combining backtesting, Monte Carlo simulation, derivatives pricing, risk analytics, portfolio modelling, econometrics, machine learning, visualization, reproducibility, and implementation-sensitivity analysis.

fastfe

A Python library that simplifies working with QuantLib by providing high-level abstractions for common quantitative finance tasks. The library handles market conventions, rate helpers, and calibration boilerplate so users can focus on pricing logic rather than QuantLib's low-level API.

exotx

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

fractal-defi

Open-source Python research library for DeFi strategies. Compose protocol-agnostic entities (lending, perps, DEX and LP) into typed strategies - backtest, simulate, track experiments.

derivatives-pricing

A Python library for options pricing and Greeks computation.

financialkit

Quantitative-finance toolkit for learning and teaching: options, fixed income, rates, credit, Monte Carlo, PDE, stochastic volatility, risk, portfolios -- built on numpy/scipy.

bearalpha

Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research

fsynth

High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.

asr-theory-of-speculation

Research programme on stochastic theory, speculation, markets and risk.

yahoo-finance-pynterface

Yahoo Finance Python Interface

financial-dynamics

Python library for financial time-series analysis, regime detection, and backtesting. Engineering showcase; no investment advice.

pyportfolioanalysis

'Portfolio Analysis, methods for portfolio optimization'

stonk

A set of tools to pull and analyze stock data.