Value at Risk and Backtest Routines
☆33Sep 8, 2025Updated 10 months ago
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:
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 4 months ago
- Quantitative Risk Management Concepts☆12Sep 27, 2016Updated 9 years ago
- 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
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 4 years ago
- Automated cadCAD system models diagram through GraphViz☆12Jan 25, 2023Updated 3 years 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.
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆16Sep 26, 2022Updated 3 years ago
- Fix any failing command with ChatGPT☆12May 8, 2023Updated 3 years ago
- Sources of the tapoueh.org web site, using Hugo☆14Jul 1, 2026Updated 3 weeks ago
- Library for automated signal segmentation, trend classification and analysis.☆33Jun 7, 2026Updated last month
- Full code for my Medium article on how I code a simple Python Stock Screen.☆12Apr 17, 2024Updated 2 years ago
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 5 years ago
- Conway's Game of Life written in Fortran 77 for FreeDOS☆11Oct 8, 2021Updated 4 years ago
- Simulation of delta hedging☆18Jul 15, 2020Updated 6 years 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.
- ☆12Aug 30, 2023Updated 2 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Dec 2, 2018Updated 7 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- ☆13May 15, 2026Updated 2 months ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- 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
- A Fortran BLAS library implemented as a free-format module.☆12Jul 11, 2025Updated last year
- Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.☆24Nov 14, 2020Updated 5 years ago
- Finance Dashboard : Built on Flask, Data from OpenBB and Views on Plotly-Dash.☆19Feb 6, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- The NSE has a website that displays the option chain in near real-time. This program retrieves this data from the NSE site and then gener…☆11Aug 21, 2021Updated 4 years ago
- An Interfernce RAG-based LLM Pipeline with Best Practice LLMOps☆13Aug 20, 2024Updated last year
- The ancestral computer game, circa 1976.☆14Jun 8, 2022Updated 4 years ago
- Inference model for stock prediction using Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting☆14Dec 25, 2023Updated 2 years ago
- Design your own Trading Strategy☆39Feb 25, 2024Updated 2 years ago
- ☆11Feb 19, 2025Updated last year
- List of past economic security exploits☆15Mar 8, 2026Updated 4 months ago
- ☆18Feb 17, 2026Updated 5 months ago
- Modern Fortran implementation of `quadprog`☆13Apr 3, 2026Updated 3 months ago
- 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.
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- Aave Seatbelt for governance proposals☆17Feb 18, 2024Updated 2 years ago
- The classic ASCII spinning donut, written in Fortran☆15Nov 25, 2021Updated 4 years ago
- Economic indicators using Python and APIs☆16May 11, 2023Updated 3 years ago
- ☆11Mar 12, 2021Updated 5 years ago
- Implementation of a variety of Value-at-Risk backtests☆42May 25, 2019Updated 7 years ago
- Personal notes about Fortran programming language☆13Jun 3, 2021Updated 5 years ago