Open-Source Contributions
At Quantise, we believe in giving back to the quantitative finance community. We actively contribute to and maintain open-source projects that advance the field of systematic trading and risk management.
Transparent Research
We share our methodologies and tools with the community, fostering innovation and collaboration in quantitative finance.
Community Driven
Building together with researchers, quants, and developers worldwide to create robust financial tools.
Industry Standards
Contributing to open standards and best practices that elevate the entire quantitative finance ecosystem.
Born at the CERN Pension Fund
First developed for the CERN Pension Fund, applying the same engineering rigour to quantitative finance.
QF-Lib
View on GitHubAn open-source Python library for quantitative finance, co-created by Quantise's founders at the CERN Pension Fund and maintained under the quarkfin organisation.
Overview
QF-Lib, an open-source Python library, offers top-tier tools for quantitative finance. It covers portfolio construction, time series analysis, risk monitoring, and diverse charting packages.
Rigorous backtesting of investment strategies is a large part of the toolkit. The event-driven Backtester simulates daily market events and is easy to customise thanks to its interface-based architecture.
The library was co-created by Quantise's founders during their time at the CERN Pension Fund. It is maintained under the quarkfin organisation and has contributors from outside the firm; our founders remain active contributors rather than sole owners of the project.
Key Features
- Portfolio construction & optimisation
- Time series analysis & modelling
- Risk monitoring & management
- Event-driven backtesting framework
- Seamless transition to live trading
- Comprehensive charting packages
Get Involved
Interested in contributing or learning more about our open-source initiatives? We welcome collaboration from the quantitative finance community.