equinor / curvy
The Smooth Forward Price Curve builder you never thought you needed
☆21Updated 5 years ago
Alternatives and similar repositories for curvy:
Users that are interested in curvy are comparing it to the libraries listed below
- Project to model the trading of energy to different markets using various power plant models☆11Updated 2 years ago
- Define a strategy to trade between day ahead and intraday electricity markets with the help of machine learning models☆32Updated 5 years ago
- Risk tools for commodities trading and finance☆29Updated 2 months ago
- ☆12Updated 9 months ago
- Loose collection of Jupyter notebooks, mostly for my blog☆29Updated 3 months ago
- Tool to support backtests☆43Updated this week
- ☆63Updated 3 weeks ago
- Price options analytically given stock price characteristic function☆15Updated 9 years ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆47Updated last month
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆45Updated 2 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆20Updated 9 months ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆13Updated 5 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- ☆25Updated 3 weeks ago
- etrm: Energy Trading and Risk Management in R☆33Updated 2 years ago
- What is the SOTA technique for forecasting day-ahead and intraday market prices for electricity in Germany?☆30Updated last year
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆40Updated 3 years ago
- ☆19Updated 6 years ago
- detecting regime of financial market☆34Updated 2 years ago
- Multivariate GARCH modelling in Python☆16Updated 3 months ago
- Stochastic volatility models☆18Updated 6 years ago
- ☆35Updated 2 years ago
- Bayesian Structural Time Series / Unobserved Components☆30Updated 2 weeks ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆25Updated last year
- Pricing weather futures using an ARIMA model and 8 years' worth of scraped weather data.☆23Updated 6 years ago
- Implementation of a variety of Value-at-Risk backtests☆36Updated 5 years ago
- Portfolio optimization with cvxopt☆37Updated last month
- By means of stochastic volatility models☆43Updated 4 years ago
- Markov decision processes under model uncertainty☆14Updated 2 years ago