Polymcp provides a simple and efficient way to interact with MCP servers using custom agents

Toolkit for foundation models in causal inference

implementation of the two-factor quintic OU model

Python library for portfolio optimization built on top of scikit-learn

Underlying package for the 10-line cta

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

With Uno, finally take full control of your SQP/barrier solver for nonlinearly constrained optimization

Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

Cython interface for the interior point optimzer IPOPT

Flood Python Toolbox

SciPy library main repository

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

High-performance TensorFlow library for quantitative finance.

Cloud-native search engine for observability. An open-source alternative to Datadog, Elasticsearch, Loki, and Tempo.

The machine learning toolkit for time series analysis in Python

D3 based data-focused charting library. Designed with passion. Flexible.

Time series classification and clustering code written in Python.