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 5 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:
- เกมส์: ตำนานนครากลับฟ้า - วัฏจักรกาล☆17Sep 18, 2025Updated 8 months ago
- 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 6 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆13Mar 5, 2022Updated 4 years ago
- ☆15Apr 27, 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.
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Dec 16, 2021Updated 4 years ago
- Using PDFPlumber for PDF data extraction☆13May 31, 2017Updated 8 years ago
- Derivatives pricing in modern C++.☆18Apr 15, 2026Updated last month
- Advanced Portfolio Construction and Analysis with Python - Coursera☆23Dec 30, 2020Updated 5 years ago
- R para Análisis Científicos Reproducibles☆11May 12, 2026Updated last week
- My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, stat…☆42Aug 19, 2023Updated 2 years ago
- applications for risk management through computational portfolio construction methods☆45Sep 18, 2020Updated 5 years ago
- baruch mfe mth9814 financial instruments☆21Jun 3, 2018Updated 7 years ago
- View this app live at:☆10Dec 26, 2022Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Quantitative Finance with R, published by Packt☆17Oct 31, 2022Updated 3 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
- 📈 Uptime monitor and status page for OpenBB, powered by @upptime☆14Updated this week
- Investment Insights for Asset Managers is a modern finance portfolio manager that provides real-time insight into how news all around the…☆29Apr 19, 2018Updated 8 years ago
- Ruby Crunchbase API wrapper☆51Sep 2, 2021Updated 4 years ago
- 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
- The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, opt…☆20Jul 8, 2021Updated 4 years ago
- This is a repository for Microsoft Power Automate, Power Apps, and Azure Logic Apps connectors☆10Dec 3, 2025Updated 5 months ago
- 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.
- 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
- ☆10Mar 23, 2018Updated 8 years ago
- Código fuente y material de clases del curso Python para Finazas y Ciencia de Datos de ICDA-UCC☆10Apr 25, 2021Updated 5 years ago
- Learning how to apply advanced decision techniques such as real options, Monte Carlo simulation, network concepts from graph theory, prob…☆31Apr 27, 2019Updated 7 years ago
- 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
- 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
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆11Apr 20, 2016Updated 10 years ago
- Python Jupyter notebook for sharpe ratio based cryptocurrency portfolio optimization using Monte-Carlo method☆18Mar 11, 2021Updated 5 years ago
- We scrape news headlines for FB and TSLA then apply sentiment analysis to generate investment insight.☆12Nov 30, 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.
- High performance hybrid Monte Carlo simulation☆10May 9, 2026Updated last week
- Python notes on finance☆15Jan 3, 2022Updated 4 years ago
- Programming for Quantitative and Computational Finance☆13Nov 14, 2019Updated 6 years ago
- My submissions for the #30DayChartChallenge held on April 2022☆14May 11, 2022Updated 4 years ago
- ☆15Apr 8, 2020Updated 6 years ago
- 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☆16Dec 18, 2023Updated 2 years ago