Hacker News
new
|
past
|
comments
|
ask
|
show
|
jobs
|
submit
login
klelatti
on Jan 17, 2021
|
parent
|
context
|
favorite
| on:
QuantMath: Financial maths library for risk-neutra...
Can anyone who is closer to this field suggest what the major options for open source libraries in this area would be? Quantlib? OpenGamma Strata?
9NRtKyP4
on Jan 17, 2021
|
next
[–]
It’s still under development but some at Google are writing a quant library in Tensorflow.
https://github.com/google/tf-quant-finance
klelatti
on Jan 17, 2021
|
parent
|
next
[–]
That looks really interesting and under active development - thanks.
p33p
on Jan 17, 2021
|
prev
[–]
Those are the two most well known options, yes.
mellavora
on Jan 17, 2021
|
parent
|
next
[–]
If you are comfortable with R, you could try xts/zoo/quantmod/PerformanceAnalytics/TTR
klelatti
on Jan 17, 2021
|
root
|
parent
|
next
[–]
Thanks!
klelatti
on Jan 17, 2021
|
parent
|
prev
[–]
Thanks! Any views on the relative strengths of each would be much appreciated.
Guidelines
|
FAQ
|
Lists
|
API
|
Security
|
Legal
|
Apply to YC
|
Contact
Search:
