Alternatives and similar repositories for Risk-Management

Users that are interested in Risk-Management are comparing it to the libraries listed below

• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆12Updated 7 years ago
• Jackal08 / sa_risk_management
  Group project for the WorldQuant University module, risk management.
  ☆13Updated 6 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• firmai / business-datasets
  A selection of business datasets
  ☆18Updated 6 years ago
• firmai / python-for-finance
  ☆14Updated 6 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆44Updated 6 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• StuartGordonReid / Economic-Forecasting
  Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.
  ☆14Updated 10 years ago
• willb / var-notebook
  the notebook component of a PySpark application to calculate value-at-risk for a portfolio of securities
  ☆11Updated 8 years ago
• Jackal08 / Adv_Fin_ML_Exercises
  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
  ☆15Updated 7 years ago
• PacktPublishing / handson-algorithmic-trading-with-python
  ☆15Updated 4 years ago
• siaen / python_finance_course
  CEU python for finance course material
  ☆21Updated 5 years ago
• FinanceAndPython / FinanceAndPython.com-ClusteringIndustries
  ☆14Updated 8 years ago
• spierre91 / deepnote
  ☆12Updated 2 years ago
• bradfordlynch / rossMiscCodes
  ☆11Updated 6 years ago
• MAydogdu / TextualAnalysis
  Extracting sentiment from financial statements using neural networks
  ☆21Updated 7 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆16Updated 6 years ago
• PacktPublishing / -Data-Wrangling-with-Python-3.x
  Data Wrangling with Python 3.x, published by Packt
  ☆18Updated 2 years ago
• chen-bowen / Research_Documents_Curation_with_NLP
  Applied Finance Project from UCLA Anderson, using natural language processing techniques to classify and summarize quantitative finance r…
  ☆18Updated 6 years ago
• FinanceAndPython / FinanceAndPython.com-BasicFinance
  ☆13Updated 8 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 4 years ago
• khuyentran1401 / Numerical-Optimization-Machine-learning
  Codes for popular numerical optimization methods and machine learning algorithms
  ☆13Updated 5 years ago
• lakshmiDRIP / DROP-Asset-Allocation
  DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…
  ☆10Updated 6 years ago
• Hvass-Labs / InvestOps-Tutorials
  Tutorials for the InvestOps Python package
  ☆13Updated 3 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• gautier-marti / awesome-financial-networks
  awesome-financial-networks
  ☆36Updated 6 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• yatharthn / Derivative-Analytics-with-Python-Yves-Hilpisch
  Codes given in "Derivative Analytics with Python - Yves Hilpisch" Book
  ☆18Updated 8 years ago
• nckwhiteley / volatility-change-points
  Dynamic time series clustering via volatility change-points
  ☆16Updated 6 years ago