Alternatives and similar repositories for VaR

Users that are interested in VaR are comparing it to the libraries listed below

• MBKraus / Python_Portfolio__VaR_Tool
  Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…
  ☆124Updated 4 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆31Updated 4 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆37Updated 7 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆43Updated 7 years ago
• Gustrigos / Eigen-Portfolio
  Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …
  ☆75Updated 5 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆34Updated 5 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆95Updated 3 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 7 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated this week
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆47Updated 8 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆43Updated 5 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆34Updated 11 years ago
• hamaadshah / market_risk_gan_tensorflow
  Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
  ☆98Updated 2 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• borisbanushev / predictions
  ☆67Updated 7 years ago
• jeromeku / Python-Financial-Tools
  Providing financial analysis tools to the Python open-source community.
  ☆67Updated 11 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆21Updated 5 years ago
• VivekPa / BinomialOptModel
  A python program to implement the discrete binomial option pricing model
  ☆84Updated 3 years ago
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆70Updated 10 years ago
• jamesmawm / Options-Modelling
  Root-finding algos, Black-Scholes and trees with Python
  ☆44Updated 11 years ago
• johnsoong216 / pymarkowitz
  Mean Variance (Markowitz) Portfolio Optimization and Beyond
  ☆65Updated last year
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 6 years ago
• convergenceIM / alpha-scientist
  ☆75Updated 3 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆141Updated 6 years ago