QuQFin: Quantum-Accelerated Quantitative Finance Library

QuQFin is a high-performance quantitative finance library that leverages NVIDIA's quantum computing frameworks (cuQuantum, custatevector, and cutensornet) to accelerate financial computations.

Features

• Options Pricing

  • Black-Scholes model
  • Monte Carlo simulations
  • Exotic options (Asian, Barrier, Lookback)
  • Greeks calculations

• Portfolio Optimization

  • Markowitz optimization
  • Risk parity
  • Black-Litterman model

• Risk Management

  • Value at Risk (VaR)
  • Conditional VaR
  • Stress testing

• Market Making

  • Order book management
  • Market making strategies

• Time Series Analysis

  • GARCH models
  • Kalman filtering

Installation

pip install quqfin

License

This project is licensed under the MIT License - see the LICENSE file for details

Citation

If you use QuQfin in your research, please cite the following paper:

@software{quqfin2023,
  title = {QuQFin: A Quantum-Accelerated Quantitative Finance Library},
  year = {2025},
  url = {https://github.com/zazabap/quqfin}
}