A C++-core quantitative trading framework covering data storage, backtesting, live trading and scheduling, with a Python sub-framework (wtpy).
6.4K+3 this week1.2KC++MITUpdated 2 months ago
#risk-management
Best open-source risk management software and libraries (2026)
These projects fall into two groups: quantitative risk libraries for financial modeling, and GRC platforms that cover compliance, audit and third-party risk. Start by deciding whether you need portfolio and market risk tooling or security and compliance workflows, then check whether self-hosting matters to you. QuantLib is a C++ library for quantitative finance that covers modeling, trading and risk management, and it is listed as a replacement for MATLAB Financial Toolbox. skfolio is a Python library for portfolio optimization and factor models, built on the scikit-learn API. ciso-assistant-community is an open-source GRC platform for cybersecurity teams with over 200 frameworks, listed as a replacement for OneTrust and Vanta.
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8 repositories
Python toolkit from Goldman Sachs for quantitative finance, covering derivatives pricing, risk management and trading strategy development.
13.9K+57 this week1.9KPythonApache-2.0Well maintainedUpdated yesterday
Open-source multi-agent crypto trading system where specialist AI desks generate signals, a Risk Guard can veto trades, and backtests run against buy-and-hold.
2.1K+1 this week302PythonAGPL-3.0Updated 3 months ago
Python library for portfolio optimization, factor model construction and risk management, built on scikit-learn's API.
Data & Analytics#portfolio-optimization#quantitative-finance#factor-models#risk-management#scikit-learn
2.6K+38 this week304PythonBSD-3-ClauseUpdated 8 hours ago
A free, open-source C++ library for quantitative finance, covering modeling, trading and risk management.
7.7K+14 this week2.4KC++OtherWell maintainedUpdated yesterday
Open-source GRC platform for cybersecurity teams covering risk management, compliance, audit, third-party risk and privacy, with 200+ frameworks.
4.6K+28 this week892PythonOtherWell maintainedUpdated 4 hours ago
Self-hostable AI governance platform for managing AI risk, compliance with frameworks like the EU AI Act and ISO 42001, and LLM evaluations.
374+1 this week127TypeScriptOtherUpdated 5 hours ago
Self-hostable GRC platform for engineering and security teams covering SOC2, GDPR, ISO 27001 compliance work.
1.5K+11 this week248GoMITUpdated 22 hours ago