AcadiaSoft / simm-lib
☆60Updated 10 months ago
Alternatives and similar repositories for simm-lib:
Users that are interested in simm-lib are comparing it to the libraries listed below
- Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives☆27Updated 8 years ago
- QuantLib wrappers to other languages☆350Updated this week
- ☆49Updated 7 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆152Updated 6 years ago
- Open source analytics and market risk library from OpenGamma☆868Updated this week
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆116Updated last year
- ☆52Updated 6 months ago
- Macrosynergy Quant Research☆113Updated this week
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated 11 months ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆125Updated last year
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆501Updated 3 weeks ago
- bt - flexible backtesting for Python☆36Updated last year
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆121Updated last week
- Bloomberg Python API☆358Updated last week
- Design of Risk Parity Portfolios☆107Updated 2 years ago
- Documentation for QuantLib-Python☆96Updated 6 months ago
- some zipline data bundles☆60Updated last year
- My Quant Research Papers (incl. Coding & Excel Examples)☆107Updated 2 months ago
- Open Source Risk Engine☆521Updated 3 months ago
- Pythonic interface for Bloomberg Open API☆122Updated 6 months ago
- Fast and scalable construction of risk parity portfolios☆293Updated 8 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆125Updated last month
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆180Updated this week
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆39Updated 3 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆391Updated 4 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆126Updated 3 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆132Updated 5 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆41Updated last year
- Python package designed for general financial and security returns analysis.☆328Updated last year
- Quantamental finance research with python☆142Updated 2 years ago