My most used in finance is a few functions in pandas, like merge_asof(). It's pretty industry standard now. https://pandas.pydata.org/docs/reference/api/pandas

My most used in finance is a few functions in pandas, like merge_asof(). It's pretty industry standard now. https://pandas.pydata.org/docs/reference/api/pandas.merge_asof.html https://pandas.pydata.org/docs/reference/api/pandas.merge_as... The biggest open-source thing I've ever written is Empirical, a language for time-series analysis. https://www.empirical-soft.com https://www.empirical-soft.com I'm also top 1% on Stack Overflow. A lot of companies have found me through there. https://stackoverflow.com/users/478288/chrisaycock https://stackoverflow.com/users/478288/chrisaycock