VermeirJellen / Financial_Risk_Modeling_ResearchLinks
Practical applications towards risk-centric portfolio management
☆46Updated 9 years ago
Alternatives and similar repositories for Financial_Risk_Modeling_Research
Users that are interested in Financial_Risk_Modeling_Research are comparing it to the libraries listed below
Sorting:
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆51Updated 7 years ago
- ☆46Updated 9 years ago
- Data Analysis Studies on Value Investing☆90Updated 4 years ago
- ☆55Updated 3 months ago
- A framework for financial systemic risk valuation and analysis.☆176Updated 2 years ago
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago
- Replication of key GARCH model papers☆35Updated 9 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Composite Indicators Framework for Business Cycle Analysis☆63Updated 3 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆17Updated 7 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆137Updated 6 years ago
- My replication of financial papers.☆19Updated 7 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated 2 years ago
- ☆49Updated 10 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- https://arxiv.org/abs/1805.01104☆119Updated 4 years ago
- NYU Tandon lecture slides☆32Updated 4 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆167Updated 7 years ago
- Website dedicated to a book on machine learning for factor investing☆235Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆41Updated 7 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Updated 8 years ago
- Financial research data services for academics.☆98Updated 2 months ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- Multivariate DCC-GARCH model☆16Updated 7 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆24Updated 7 years ago
- Fama French 3 Factor Model☆42Updated 9 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago