MBKraus / Python_Portfolio__VaR_ToolLinks
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
☆124Updated 4 years ago
Alternatives and similar repositories for Python_Portfolio__VaR_Tool
Users that are interested in Python_Portfolio__VaR_Tool are comparing it to the libraries listed below
Sorting:
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- ☆215Updated 8 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- Research and Backtests I have been working on...enjoy☆72Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆173Updated 7 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Quantamental finance research with python☆154Updated 3 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆160Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- ☆75Updated 3 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆44Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆123Updated 2 years ago
- portfolio construction and quantitative analysis☆145Updated 10 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 9 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆133Updated 6 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆173Updated last year
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆69Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆104Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated last month
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Simple portfolio analysis and management.☆31Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago