Hacker News Reader

Can anyone who is closer to this field suggest what the major options for open source libraries in this area would be? Quantlib? OpenGamma Strata?

It’s still under development but some at Google are writing a quant library in Tensorflow. https://github.com/google/tf-quant-finance

That looks really interesting and under active development - thanks.

Those are the two most well known options, yes.

Thanks! Any views on the relative strengths of each would be much appreciated.

If you are comfortable with R, you could try xts/zoo/quantmod/PerformanceAnalytics/TTR

Thanks!