Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.
☆40Mar 10, 2017Updated 9 years ago
Alternatives and similar repositories for VaR
Users that are interested in VaR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 5 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- Method of calculating VaR ( Value at risk) using ARMA-GJR_GARCH and COPULA method☆13Apr 4, 2021Updated 5 years ago
- Implementation of a variety of Value-at-Risk backtests☆42May 25, 2019Updated 7 years ago
- Materials for the Princeton Quant Trading Conference Chicago 2018 workshop☆13Oct 22, 2018Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…☆10Sep 26, 2018Updated 7 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Mar 27, 2018Updated 8 years ago
- ☆37Sep 10, 2018Updated 7 years ago
- PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by …☆19Jan 11, 2021Updated 5 years ago
- Automatically exported from code.google.com/p/maygard☆20Mar 18, 2015Updated 11 years ago
- pivottablejs for air-gapped systems☆13Jun 25, 2026Updated 3 weeks ago
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 7 years ago
- My second web development project using Dash.☆10Jun 20, 2023Updated 3 years ago
- Concurrent Pandas is a Python Library that allows you to use Pandas to concurrently download bulk data using threads or processes.☆14Sep 16, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Demo project working with the camera and persisting image data locally☆11Apr 13, 2017Updated 9 years ago
- receive Stock MarketData on python☆13Apr 15, 2014Updated 12 years ago
- ☆11May 2, 2022Updated 4 years ago
- ☆15Jul 19, 2016Updated 10 years ago
- "머신러닝 실무 프로젝트" 예제 코드를 위한 저장소입니다.☆12May 30, 2018Updated 8 years ago
- An interactive jupyter notebook to help you screen your stocks☆10Apr 21, 2018Updated 8 years ago
- "⼈⽣苦短, 使⽤ Python", Presentation materials PyCon KR 2018☆21Oct 31, 2019Updated 6 years ago
- ☆10Nov 24, 2020Updated 5 years ago
- ☆13Aug 19, 2022Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Aplicação em Python capturar seus extratos do Tesouro Direto☆14Jul 4, 2018Updated 8 years ago
- ☆11May 4, 2022Updated 4 years ago
- Management tool for cataloging journals and articles, available in a SaaS model. It acts as a central metadata backbone for all the syste…☆16Mar 3, 2026Updated 4 months ago
- ☆10Aug 16, 2016Updated 9 years ago
- Orange money api for java☆14Sep 9, 2024Updated last year
- package useful for likelihood-based inference☆12Updated this week
- Display avalance warnings from The Norwegian Avalanche Warning Service, and the Swedish Lavinprognoser.se as Widgets on macOS, iOS and iP…☆17Mar 7, 2026Updated 4 months ago
- ☆16Dec 11, 2020Updated 5 years ago
- 記帳、未來財務規劃 APP☆11Mar 7, 2018Updated 8 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Cloud Native Samples. Cloud Native 案例大全/《Cloud Native 分布式架构原理与实践》示例源码☆16Dec 16, 2022Updated 3 years ago
- Sudoku - iOS/Swift Project☆10Jun 15, 2018Updated 8 years ago
- nQuake for Windows☆12Oct 31, 2022Updated 3 years ago
- ☆16Mar 10, 2020Updated 6 years ago
- Akka Cluster for Value-at-Risk calculation☆13May 2, 2014Updated 12 years ago
- Deep Reinforcement Learning Nanodegree program from Udacity☆10Nov 3, 2018Updated 7 years ago
- A python open-source distributed in-memory cache and database.☆21Jul 30, 2020Updated 5 years ago