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QuantSA

An open source quant finance library for South Africa.

Status Description
Visual Studio Team Services: C# solutions and unit tests.
Build Status Travis CI: Ruby script for Jekyll user docs and HTML checker.

Website

www.QuantSA.org

Vision

  • To make an excel add-in that is freely available and quick and easy to use for common quant finance tasks in South Africa.
  • To have a solid quant libary that can be used in practice and education.
  • For the library to be extensible so that more advanced developers and users can build private plug-ins to their own versions

Motivation

To try and stop too many wheels from being invented.

By making this open source everyone can use it and improve on it. By making it extensible, advanced users can build their own IP on top of it allowing them to focus only on the value adding development.

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An open source quant finance library for South Africa

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  • C# 41.5%
  • Inno Setup 40.6%
  • Jupyter Notebook 15.8%
  • TeX 1.2%
  • Python 0.5%
  • MATLAB 0.4%