Alternatives and similar repositories for Value-at-Risk-Calculator

Users that are interested in Value-at-Risk-Calculator are comparing it to the libraries listed below

• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 7 years ago
• n4tg / MSGARCH_comp
  Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.
  ☆27Updated 8 years ago
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆23Updated 4 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 4 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆102Updated 6 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆13Updated 6 years ago
• matzhaugen / analytic_shrinkage
  Non-Linear Covariance Shrinkage
  ☆14Updated 4 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆22Updated 5 years ago
• lycanthropes / timing_strategy_of_stock-index
  I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…
  ☆14Updated 6 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 7 years ago
• duffau / RNN_GARCH
  Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model
  ☆72Updated 6 years ago
• iankhr / armagarch
  ARMA-GARCH
  ☆103Updated 2 years ago
• JackJacquier / SABR-Implied-Volatility
  SABR Implied volatility asymptotics
  ☆25Updated 5 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆42Updated 6 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆13Updated 7 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 5 years ago
• slydg / Stock-Quantamental-Investing-Analysis
  Using Python and Tushare financial database
  ☆29Updated last year
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆17Updated 3 years ago
• xixi0222 / Quantitative-Analysis-of-Fundamentals-by-Machine-Learning
  Quantitative analysis of fundamentals in quarterly reports by Machine Learning
  ☆23Updated 5 years ago
• johnsoong216 / pymarkowitz
  Mean Variance (Markowitz) Portfolio Optimization and Beyond
  ☆64Updated last year
• coremetro / Risk_Parity
  Risk_Parity strategy 风险平价
  ☆31Updated 5 years ago
• BayerSe / RealizedQuantities
  Estimation of realized quantities
  ☆18Updated 6 years ago
• owstron / VaR_CVaR
  Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.
  ☆14Updated 5 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆13Updated 7 years ago
• alaameloh / Stock-Risk-Analysis
  Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…
  ☆22Updated 5 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆93Updated 6 years ago
• JennyCCDD / Empirical_asset_pricing_via_boosting
  Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
  ☆15Updated 6 years ago