bbcho / risktools-devLinks
Risk tools for commodities trading and finance
☆36Updated 4 months ago
Alternatives and similar repositories for risktools-dev
Users that are interested in risktools-dev are comparing it to the libraries listed below
Sorting:
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆58Updated last week
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 3 weeks 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 7 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆37Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- ☆47Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆40Updated last year
- Python project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or less fre…☆29Updated this week
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated 3 months ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Quantitative finance research notebooks☆22Updated 5 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆29Updated last year
- Algorithmic multi-greek hedges using Python☆21Updated 4 years ago
- ☆23Updated this week
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆99Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- Real-time & historical data API for US stocks and options☆63Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- Simple portfolio analysis and management.☆30Updated 4 years ago
- Python library for asset pricing☆120Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago