Alpha-Stochastic-Research

Alpha-Stochastic-Research/asr-quant

ASRQuant is an open-source Python framework for auditable quantitative finance research, combining backtesting, Monte Carlo simulation, derivatives pricing, risk analytics, portfolio modelling, econometrics, machine learning, visualization, reproducibility, and implementation-sensitivity analysis.

2 good first / help-wanted issues · Python · last activity Sep 30, 2026

2 stars 2 forks 2 watchers Python MIT License
algorithmic-trading-quantitative backtesting derivatives-pricing econometrics financial-data financial-engineering machine-learning monte-carlo open-source portfolio-optimization python python3 quant-research quantitative-finance reproducible-research risk-management stochastic-processes
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2 Open Issues Need Help Last updated: Sep 30, 2026

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[Example] Add a public US Treasury / FRED rates research notebook 25 days ago
documentation help wanted
Alpha-Stochastic-Research/asr-quant
2

ASRQuant is an open-source Python framework for auditable quantitative finance research, combining backtesting, Monte Carlo simulation, derivatives pricing, risk analytics, portfolio modelling, econometrics, machine learning, visualization, reproducibility, and implementation-sensitivity analysis.

Python
#algorithmic-trading-quantitative#backtesting#derivatives-pricing#econometrics#financial-data#financial-engineering#machine-learning#monte-carlo#open-source#portfolio-optimization#python#python3#quant-research#quantitative-finance#reproducible-research#risk-management#stochastic-processes
[Docs] Add validated output visuals to the public practical case 25 days ago
documentation good first issue
Alpha-Stochastic-Research/asr-quant
2

ASRQuant is an open-source Python framework for auditable quantitative finance research, combining backtesting, Monte Carlo simulation, derivatives pricing, risk analytics, portfolio modelling, econometrics, machine learning, visualization, reproducibility, and implementation-sensitivity analysis.

Python
#algorithmic-trading-quantitative#backtesting#derivatives-pricing#econometrics#financial-data#financial-engineering#machine-learning#monte-carlo#open-source#portfolio-optimization#python#python3#quant-research#quantitative-finance#reproducible-research#risk-management#stochastic-processes