Alternatives and similar repositories for MPT_BlackLitterman:

Users that are interested in MPT_BlackLitterman are comparing it to the libraries listed below

• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆71Updated 3 weeks ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆77Updated 7 months ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆39Updated 3 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• mfrdixon / G-Learning-Wealth-Management
  ☆22Updated 3 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆11Updated 2 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆36Updated 4 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆41Updated last year
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 2 years ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆39Updated 6 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 2 months ago
• McCloud77 / Portfolio-Construction-and-Analysis
  Jupyter notebooks on portfolio construction and analysis - EDHEC
  ☆42Updated 5 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆21Updated 4 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆38Updated 4 years ago
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated last year
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆53Updated last month
• GiulioRossetti94 / PyBondLab
  ☆25Updated last month
• AIM-IT4 / InterestRateModelsCpp
  ☆24Updated last year
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆37Updated 7 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆98Updated last year
• dpicone1 / Vasicek_CIR_HoLee_HullWhite_Models_Python
  Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
  ☆50Updated 4 years ago
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆12Updated 2 years ago
• MerinoRaul / IntroFinancialDerivatives
  ☆29Updated 2 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆117Updated last year
• nburgessx / Papers
  My Quant Research Papers (incl. Coding & Excel Examples)
  ☆110Updated last month