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Quantitative Finance with OCaml is a comprehensive technical book/guide covering derivatives pricing, risk management, credit modeling, algorithmic trading, and HFT infrastructure using OCaml, with production-quality code, honest mathematical derivations, and coverage of modern OCaml 5 features (domains, effects, OxCaml extensions).
Goldman Sachs open-sourced its internal quantitative trading toolkit gs-quant, providing institutional-grade derivatives pricing, risk management, and strategy development tools. It has received 11.3K GitHub stars.