Multi-tool for any type of financial research
QF-Lib provides various tools for portfolio construction, time series analysis, risk monitoring, and tools to process data and to present the results.
Born At CERN, available as Open-source
QF-Lib was born at CERN (specifically at the CERN Pension Fund) and now is available under permissive Open-source license - Apache v2.0.
Powerful, event-driven Backtester
A large part of the project is dedicated to backtesting investment strategies and allows simulating events such as daily market opening or closing.