Alternatives and similar repositories for Asset-Backed-Security-Modeling:

Users that are interested in Asset-Backed-Security-Modeling are comparing it to the libraries listed below

• nburgessx / QuantResearch
  Quant Research
  ☆69Updated last month
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• vilen22 / curve-building
  Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
  ☆18Updated 6 years ago
• McCloud77 / Portfolio-Construction-and-Analysis
  Jupyter notebooks on portfolio construction and analysis - EDHEC
  ☆42Updated 5 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆77Updated 6 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆117Updated this week
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆111Updated 11 months ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 5 years ago
• MBKraus / Python_Portfolio__VaR_Tool
  Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…
  ☆117Updated 4 years ago
• rodler / quantinsti_statarb
  ☆57Updated last year
• mcf-long-short / fixed-income-and-credit
  Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…
  ☆29Updated 3 years ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆70Updated 2 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆35Updated 2 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆46Updated last year
• gityoav / pyg
  Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy
  ☆27Updated 2 years ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 4 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆84Updated 4 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆117Updated last year
• Finance-Hub / FinanceHubMaterials
  Guides, tutorials and presentations
  ☆55Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆75Updated 6 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated last month
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆30Updated last year
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆44Updated this week
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆29Updated 2 months ago
• charlesmalafosse / custom-factor-model
  Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"
  ☆18Updated 3 years ago
• JavierCastilloGuillen / Quantitative_Toolbox
  On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…
  ☆26Updated 2 years ago
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆75Updated 7 months ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆76Updated 3 weeks ago