Value at Risk and Backtest Routines
☆34Sep 8, 2025Updated last year
Alternatives and similar repositories for VaR
Users that are interested in VaR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python bindings for Remote Sensing Models☆33Mar 2, 2021Updated 5 years ago
- Statistical tests for Value at Risk (VaR) Models and other quantile-based risk measures (e.g. Drawdown at Risk).☆17Oct 3, 2026Updated last week
- A dashboard for integrating Python, Tableau, and Google Sheets for automated data collection, analysis, and visualization.☆10Dec 8, 2022Updated 3 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Quantitative Risk Management Concepts☆12Sep 27, 2016Updated 10 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- ☆21Sep 16, 2015Updated 11 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 5 years ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆16Sep 26, 2022Updated 4 years ago
- Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…☆13Oct 21, 2021Updated 4 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- Fix any failing command with ChatGPT☆12May 8, 2023Updated 3 years ago
- Sources of the tapoueh.org web site, using Hugo☆14Updated this week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Library for automated signal segmentation, trend classification and analysis.☆34Jun 7, 2026Updated 4 months ago
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 6 years ago
- A collection of utilities written in Modern Fortran☆10Sep 15, 2024Updated 2 years ago
- Conway's Game of Life written in Fortran 77 for FreeDOS☆11Oct 8, 2021Updated 5 years ago
- Simulation of delta hedging☆18Jul 15, 2020Updated 6 years ago
- ☆12Aug 30, 2023Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆61Mar 12, 2021Updated 5 years ago
- Machine Learning Stock Trading Risk Analysis (Spring 2017)☆28Jun 1, 2017Updated 9 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- 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.
- Fortran routines for manipulating ASCII characters (future pull request to fortran-lang/stdlib https://github.com/fortran-lang/stdlib)☆13Jan 26, 2024Updated 2 years ago
- Finance Dashboard : Built on Flask, Data from OpenBB and Views on Plotly-Dash.☆18Feb 6, 2023Updated 3 years ago
- A Fortran BLAS library implemented as a free-format module.☆12Jul 11, 2025Updated last year
- interact with your Fortran program with a matlab-like scripting language☆15Jul 11, 2025Updated last year
- An Interfernce RAG-based LLM Pipeline with Best Practice LLMOps☆13Aug 20, 2024Updated 2 years ago
- The ancestral computer game, circa 1976.☆14Jun 8, 2022Updated 4 years ago
- Supporting repository for ICLR 2017 paper submission.☆16Feb 19, 2017Updated 9 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 6 years ago
- ☆11Feb 19, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Design your own Trading Strategy☆40Feb 25, 2024Updated 2 years ago
- 2017 金融投資與程式交易 (中山財管)☆13Jan 18, 2018Updated 8 years ago
- Codes for the concepts related to quantitative finance☆66Sep 27, 2026Updated 2 weeks ago
- Modern Fortran implementation of `quadprog`☆14Apr 3, 2026Updated 6 months ago
- Modern C++ order matching engine☆15Nov 1, 2025Updated 11 months ago
- FAR++ implements Fortran-like arrays in C++☆16Jun 14, 2025Updated last year
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago