Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
☆30Mar 31, 2017Updated 9 years ago
Alternatives and similar repositories for RISKIM
Users that are interested in RISKIM are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Jun 1, 2018Updated 8 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Apr 6, 2020Updated 6 years ago
- Columbia SQL Workshop☆14Feb 27, 2023Updated 3 years ago
- ☆14Mar 26, 2017Updated 9 years ago
- Python Code for Meucci Related Blog Posts☆16Jul 5, 2016Updated 10 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.
- ☆13Aug 24, 2016Updated 9 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Jan 26, 2021Updated 5 years ago
- Sample Risks for a Software Project☆44Sep 12, 2025Updated 10 months ago
- This repo is for participant of the Open Climate Collabathon to push specific code projects they build☆14Jan 11, 2023Updated 3 years ago
- TradeSharp Backend code. TradeSharp is a C# based data feed and broker neutral Algorithmic Trading Platform that lets trading firms or in…☆27May 14, 2019Updated 7 years ago
- Credit Risk - IRB Model Validation - BASEL Requirement☆11Jul 26, 2015Updated 10 years ago
- This project is to practice applying Long Short-Term Memory network in deep learning to predict time series financial data. I selected Am…☆15Jan 3, 2018Updated 8 years ago
- Creating a Robo Advisor for Retirement Plans☆14Mar 7, 2021Updated 5 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Feb 11, 2021Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- This is a record of all my coding practice including Data Manipulation, Data Structure and Algorithm, Data Visualization.☆13Apr 7, 2020Updated 6 years ago
- CAPSTONE Project for Msc Financial Engineering☆13Mar 11, 2019Updated 7 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago
- An interactive financial calculator that shows retirement growth over time.☆13Apr 14, 2021Updated 5 years ago
- Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regu…☆18May 19, 2022Updated 4 years ago
- Determine optimal rebalancing of a passive stock portfolio.☆40Nov 2, 2019Updated 6 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆32Feb 10, 2016Updated 10 years ago
- Course material for a workshop on loss modelling, reserving and insurance fraud analytics☆10Jun 16, 2021Updated 5 years ago
- Risk tools for commodities trading and finance☆43Feb 11, 2026Updated 5 months 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.
- Spitzers Architecture School Urban Lab for Unit 26. This repository explores designing and codifying urban systems from the bottom up in …☆14Mar 29, 2022Updated 4 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Built in C# & Winforms, QuantTrade provides a way to quickly build and backtest stock investment strategies using technical indicators su…☆16Nov 25, 2017Updated 8 years ago
- An open-sourced OpenQuant API implementation☆11Jun 15, 2014Updated 12 years ago
- Backtest your trading strategy at a click of a button! How much alpha can you generate?☆29Jan 4, 2023Updated 3 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆398Aug 7, 2018Updated 7 years ago
- A CRASH COURSE ON USING MACHINE LEARNING METHODS EFFECTIVELY IN PRACTICE☆13Dec 3, 2022Updated 3 years ago
- An open source library for portfolio optimisation☆372Feb 27, 2024Updated 2 years ago
- Subset simulation is a method of estimating low probability events. Here I adapt SS to perform well with correlated inputs.☆11Jan 9, 2019Updated 7 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- Materials for workshop on "Using bibliometric data in demographic research". A report here: https://iussp.org/en/using-bibliometric-data-…☆12Jul 13, 2024Updated 2 years ago
- A package to facilitate the easy download of official spatial data sets of the UK☆13Apr 14, 2025Updated last year
- Individual Claims Forecasting with Bayesian Mixture Density Networks☆17Feb 15, 2023Updated 3 years ago
- NYU DS-GA-1003 Machine Learning Final Project☆14Jun 17, 2015Updated 11 years ago
- A pure JavaScript library to manage Django formsets☆14Sep 24, 2025Updated 10 months ago
- My C++ port of the .NET DateTime struct☆14Jul 28, 2015Updated 10 years ago