Python implementation of the ACM Term Premium Model
☆26Apr 7, 2026Updated 4 months ago
Alternatives and similar repositories for pyacm
Users that are interested in pyacm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- First class of the 2nd-year Finance sequence for the M.Sc. and PhD degrees at FGV-EPGE.☆22Apr 6, 2026Updated 4 months ago
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆13Jun 1, 2015Updated 11 years ago
- ☆11Nov 18, 2024Updated last year
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆13May 9, 2021Updated 5 years ago
- Macro Framework Forecasting☆25May 10, 2026Updated 3 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Calibrate, estimate and analyze linearized DSGE models.☆36May 10, 2025Updated last year
- Polars-powered toolkit for Brazilian fixed income analysis☆27Updated this week
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆18Jun 26, 2021Updated 5 years ago
- This repository stores the source code for the Python and R projects used to access the database.☆26Jun 30, 2026Updated last month
- Empirical Finance Course (PhD, Julia code)☆40Nov 24, 2024Updated last year
- PyTorch code for DeepTime: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting☆11Jan 9, 2023Updated 3 years ago
- ☆56Mar 1, 2026Updated 5 months ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆14Feb 22, 2018Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Multivariate GARCH modelling in Python☆16Jul 1, 2026Updated last month
- Rotinas Python para calcular média, mediana, máximo, mínimo, valor p, regressão linear, distribuições, correlações, chi quadrado☆14Apr 30, 2019Updated 7 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- SDK to facilitate Python integrations with the Stark Bank API☆13Jul 13, 2026Updated last month
- AI-Augmented Replication Package: 0DTE Trading Rules — Tail Risk, Implementation, and Tactical Timing☆46Jun 16, 2026Updated last month
- An alternative to LinkedList<T> with reverse operation and enumeration without allocation.☆17Sep 10, 2023Updated 2 years ago
- This repository contains accompanying code for the CFA Institute's Research and Policy Center 'Synthetic Data in Investment Management' r…☆17Jul 28, 2025Updated last year
- Python Monte Carlo Efficient Frontier (PyMCEF) package☆15Jan 27, 2022Updated 4 years ago
- Demonstrating technical elements in support of open source securitisation frameworks☆15Sep 5, 2024Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆13Mar 17, 2021Updated 5 years ago
- 공학수학 강의노트☆19Feb 27, 2024Updated 2 years ago
- Examples of causality maps for time series driven by GitHub actions☆15Nov 3, 2023Updated 2 years ago
- Compile Markdown files to beautiful PDF documents by pandoc and tectonic.☆11Jul 6, 2026Updated last month
- Extract Brazilian financial data from a wide range of Internet sources: B3, ANBIMA, CVM☆51Updated this week
- Materials for the the Analyzing Time Series at Scale with Cluster Analysis in R Workshop☆20Mar 13, 2025Updated last year
- Repository for the book Machine Learning Learning Beyond Point Predictions: Uncertainty Quantification, by Rafael Izbicki.☆34Jul 4, 2025Updated last year
- An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced …☆111Sep 23, 2025Updated 10 months ago
- QuantMinds Rough Volatility Workshop lectures☆48Nov 16, 2025Updated 8 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆10Mar 15, 2020Updated 6 years ago
- Financial Econometrics (MSc, Julia code)☆67Updated this week
- Solution to Kaggle Santa 2021 Challenge☆14Jan 18, 2022Updated 4 years ago
- ☆12Mar 10, 2020Updated 6 years ago
- ☆23Apr 22, 2026Updated 3 months ago
- GluonTS - Probabilistic Time Series Modeling in Python☆26Sep 19, 2022Updated 3 years ago
- sklearn wrappers for stacked denoising autoencoders☆16Mar 26, 2016Updated 10 years ago