jialuechen / flowforge Star 143 Code Issues Pull requests Algo Library for Order Flow Inference and TCA simulator algorithmic-trading transaction-cost-analytics market-microstructure order-flow price-impact liquidity-provisioin-analytics Updated Aug 23, 2026 Python
lakshmiDRIP / DROP Star 141 Code Issues Pull requests Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics java statistical-learning bond portfolio-optimization fx market-risk loans interest-rates asset-allocation treasury fixed-income transaction-cost-analytics cva-dva-fva-kva-xva asset-backed credit-risk counterparty-risk corporates municipals emerging-market inflation-linked Updated Mar 1, 2026 HTML
jialuechen / deepfolio Star 100 Code Issues Pull requests Quadratic Programming based Python Package for Portfolio Optimization portfolio-optimization quadratic-programming transaction-cost-analytics strategy-development Updated Jun 30, 2025 Python
lakshmiDRIP / DRIP Star 63 Code Issues Pull requests Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics risk dva bond asset-allocation fixed-income portfolio-construction transaction-cost-analytics execution-cost-analytics curve-construction pnl optimal-execution xva-metrics cva Updated Nov 3, 2018 Java
bradleyboyuyang / FTEC5530-Algo-Trading Star 24 Code Issues Pull requests Algorithmic trading scripts using Q/kdb+ technical-analysis algorithmic-trading transaction-cost-analytics kdb-q Updated Jul 19, 2022 q