Portfolio Construction and Risk Management book's Python code.
☆176Feb 19, 2026Updated 2 weeks ago
Alternatives and similar repositories for pcrm-book
Users that are interested in pcrm-book are comparing it to the libraries listed below
Sorting:
- Codes for the concepts related to quantitative finance☆60Updated this week
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆287Feb 19, 2026Updated 2 weeks ago
- Hi, here is a collection of researches and codes on cool topics for me written during my free time!☆21Sep 25, 2025Updated 5 months ago
- ☆25Nov 17, 2025Updated 3 months ago
- ☆97Oct 17, 2025Updated 4 months ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15May 23, 2022Updated 3 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated last month
- For code and snippets for STA 2536: Data Science for Risk Modeling☆14Nov 21, 2021Updated 4 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆22Sep 24, 2023Updated 2 years ago
- This repository implements a Diffusion Factor Model for financial data.☆44Nov 6, 2025Updated 4 months ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆21Jul 26, 2022Updated 3 years ago
- An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced …☆87Sep 23, 2025Updated 5 months ago
- ☆56Oct 24, 2024Updated last year
- Generalized Method of Moments estimation☆13Mar 23, 2025Updated 11 months ago
- ☆15Dec 16, 2022Updated 3 years ago
- tests for cohort-level heterogeneity in panel regression☆11Mar 12, 2025Updated 11 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆509Mar 2, 2026Updated last week
- A database on VC-backed startups from Ewens and Malenko (2025)☆13Feb 15, 2025Updated last year
- ☆14Feb 17, 2026Updated 3 weeks ago
- Tutorials for the InvestOps Python package☆14Mar 19, 2022Updated 3 years ago
- CFA Learning Notes☆14Apr 12, 2024Updated last year
- This repository stores the source code for the Python and R projects used to access the database.☆18Jun 4, 2025Updated 9 months ago
- ☆10Jan 25, 2018Updated 8 years ago
- A Minimal Python Web Framework☆13Mar 28, 2021Updated 4 years ago
- ☆13Aug 1, 2023Updated 2 years ago
- Machine Learning Trading Toolkit☆40Jun 27, 2025Updated 8 months ago
- ☆30Jun 6, 2025Updated 9 months ago
- ☆16Dec 24, 2024Updated last year
- Convert unstructured text into structured datasets☆23Feb 27, 2026Updated last week
- Financial Strategy Resources☆18May 21, 2022Updated 3 years ago
- Open source High-Frequency Trading Order Book with FPGA Acceleration☆64Jan 26, 2025Updated last year
- Quant Journey Public Files☆22Aug 13, 2025Updated 6 months ago
- Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.☆15Apr 30, 2015Updated 10 years ago
- ☆26Aug 7, 2025Updated 7 months ago
- ☆14Oct 10, 2024Updated last year
- Bayesian Uncertainty Exploration in Deep Reinforcement Learning☆18Jul 12, 2017Updated 8 years ago
- ☆15Aug 3, 2021Updated 4 years ago
- This is a Julia package to estimate demand nonparametrically. Constraints on the nonparametric demand functions can be incorporated simpl…☆14Jan 19, 2026Updated last month