Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with Python. Using different models, I had computed non-parametric VaR, Parametric Gaussian Model VaR and Cornish-Fisher VaR, as well as plotted the VaR of all hedge fund indices.
☆26Aug 10, 2020Updated 6 years ago
Alternatives and similar repositories for Portfolio-Risk-Analysis-with-Python
Users that are interested in Portfolio-Risk-Analysis-with-Python are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆68Jun 30, 2019Updated 7 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- ☆16Apr 27, 2021Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Dec 16, 2021Updated 4 years ago
- เกมส์: ตำน านนครากลับฟ้า - วัฏจักรกาล☆17Sep 18, 2025Updated 10 months ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)☆11Mar 15, 2014Updated 12 years ago
- Ejercicios prácticos programación en R con el paquete Swirl para el curso Ciencia de Datos con R de Udemy☆10Oct 27, 2018Updated 7 years ago
- 豆瓣评分高于8.0的书的网络资源☆21Sep 6, 2019Updated 6 years ago
- Using PDFPlumber for PDF data extraction☆14May 31, 2017Updated 9 years ago
- The fund is the portfolio of stocks and other assets, we can analyze the relation of two funds by cossine of stock array.☆12Sep 17, 2021Updated 4 years ago
- Advanced Portfolio Construction and Analysis with Python - Coursera☆23Dec 30, 2020Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆47Sep 18, 2020Updated 5 years ago
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆15Mar 5, 2022Updated 4 years ago
- View this app live at:☆10Dec 26, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A responsive web application to manage your stock and mutual fund portfolio. It also features set of rich graphs, that are prepared durin…☆14Dec 8, 2022Updated 3 years ago
- High performance hybrid Monte Carlo simulation☆10Jun 29, 2026Updated last month
- R para Análisis Científicos Reproducibles☆11Aug 4, 2026Updated last week
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Nov 3, 2020Updated 5 years ago
- Investment Insights for Asset Managers is a modern finance portfolio manager that provides real-time insight into how news all around the…☆30Apr 19, 2018Updated 8 years ago
- ☆18Sep 22, 2023Updated 2 years ago
- This is a repository for Microsoft Power Automate, Power Apps, and Azure Logic Apps connectors☆10Dec 3, 2025Updated 8 months ago
- 📈 Uptime monitor and status page for OpenBB, powered by @upptime☆14Updated this week
- Python code given in book Trading Pairs by Anjana Gupta.☆23Mar 13, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆10Mar 23, 2018Updated 8 years ago
- Get the list of all the stokcs, etf, indices, mutual funds, Exchange-Traded Notes (ETN) listed on the New York Stock Exchange (NYSE), Nas…☆10Jan 9, 2022Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Feb 17, 2021Updated 5 years ago
- A fun, interactive app to visualize the mechanics behind funding financial independence and retirement. It's lots of fun to iterate on va…☆11Jan 7, 2023Updated 3 years ago
- Tutorials on implementing a few sequence-to-sequence (seq2seq) models with PyTorch and TorchText.☆11Mar 15, 2023Updated 3 years ago
- Python Jupyter notebook for sharpe ratio based cryptocurrency portfolio optimization using Monte-Carlo method☆18Mar 11, 2021Updated 5 years ago
- Series de ejercicios de la librería Numpy para el lenguaje de programación Python.☆16Mar 17, 2019Updated 7 years ago
- ☆15Apr 8, 2020Updated 6 years ago
- Python notes on finance☆15Jan 3, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- NICAR 2019 workshop on using Python and PDFplumber to extract text from PDFs☆12Mar 9, 2019Updated 7 years ago
- just the content for a series on the EDGAR API☆18Dec 18, 2023Updated 2 years ago
- My submissions for the #30DayChartChallenge held on April 2022☆13May 11, 2022Updated 4 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- A blockchain protocol for tokenized hedge funds☆101May 8, 2018Updated 8 years ago
- ☆13Dec 28, 2021Updated 4 years ago
- ☆12Dec 1, 2024Updated last year