Risk Management Python Packages

powerlawrs

A fast Python library for analyzing Power-Law distributions in empirical data built on Rust.

122K 0 0

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

31K 3K 413

stochastic-rs

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

16K 172 7

ai-execution-protocol

Framework instalavel para agentes de IA com risco, contexto, validacao, traces e runtime enforcement via runners, MCP, gateway, profiles, sandbox e skills governadas.

15K 0 0

rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

10K 349 65

evidentia-core

Open-source Python GRC tool: gap analysis, AI risk statements, OSCAL-first compliance automation. Enterprise-grade evidence integrity (Sigstore + GPG), CycloneDX SBOM, PyPI Trusted Publisher OIDC + PEP 740 attestations.

8K 4 1

evidentia-ai

7K 4 1

evidentia-collectors

7K 4 1

evidentia-api

6K 4 1

evidentia-integrations

6K 4 1

evidentia

6K 4 1

modelx

Use Python like a spreadsheet!

6K 131 31

llmbroker

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

5K 193 29

evidentia-mcp

5K 4 1

riskoptima

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

5K 6 0

fundamentalanalysis

Transparent and Efficient Financial Analysis

5K 5K 582

evidentia-eval

4K 4 1

aggregate

Tools for creating and working with aggregate probability distributions.

4K 63 13

ml4t-backtest

Event-driven backtesting engine with realistic execution, portfolio, and risk modeling.

3K 19 10

openpit

OpenPit - an embeddable pre-trade risk SDK that checks every order against position & P&L limits and kill switches before it reaches the venue. Go, Python, C++, Rust and C API.

3K 4 1