TommasoBelluzzo / StrataXLLinks
An Excel integration of OpenGamma Strata.
☆13Updated 4 years ago
Alternatives and similar repositories for StrataXL
Users that are interested in StrataXL are comparing it to the libraries listed below
Sorting:
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Stochastic volatility models☆18Updated 7 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 7 years ago
- Time series and Financial analysis in python☆15Updated 6 years ago
- A framework for estimating Basel IV capital requirements.☆24Updated 6 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 9 months ago
- Links for the most relevant topics☆32Updated 6 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Updated 6 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Updated 3 years ago
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆41Updated 5 years ago
- Fast Risks with QuantLib in Python☆17Updated last year
- ☆14Updated 6 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Simple portfolio analysis and management.☆31Updated 4 years ago
- Time-Series Cross-Validation Module☆46Updated 4 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated last year
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆23Updated 6 years ago
- everything quantitative finance related☆24Updated 5 years ago
- analyze financial data using python: numpy, pandas, etc.☆21Updated 8 years ago
- TSForecasting: Automated Time Series Forecasting Framework☆30Updated 3 weeks ago
- Jupyter Notebooks Collection for Learning Time Series Models☆76Updated 6 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 7 years ago
- This project tries to replicate hedge funds returns.☆25Updated 6 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Updated 3 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Updated 7 years ago