参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性)，以及单个债券及组合 VaR
☆18May 10, 2017Updated 9 years ago
Alternatives and similar repositories for YTM-Sensitivity-Analysis-VaR
Users that are interested in YTM-Sensitivity-Analysis-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:
- CTP with python3.4.3☆10Aug 1, 2017Updated 8 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- RedTorch网页应用☆16May 13, 2026Updated 2 weeks ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆16Jan 1, 2021Updated 5 years ago
- Dynamic Nelson Siegel Model☆14Mar 6, 2019Updated 7 years 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.
- 波动率指数的计算，修改自https://github.com/Alexdachen/ivix☆18Mar 21, 2019Updated 7 years ago
- 基于Excel进行量 化轮动一切投资品种，例如可转债、ETF、LOF、封基、指数、债券、境外投资等☆102Jul 2, 2025Updated 10 months ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆20May 26, 2020Updated 6 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Set up an async pipeline in python using Celery, RabbitMQ and MongoDB. This repo covers the end to end deployment of an async pipeline fo…☆13Sep 23, 2022Updated 3 years ago
- Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.☆12Jan 20, 2018Updated 8 years ago
- 这是一个整合fisco-bcos和springboot的项目☆11Aug 2, 2024Updated last year
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 4 years ago
- Relative Rotation Graph☆11May 31, 2021Updated 4 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Oracle Berkeley DB sourcecode☆12May 5, 2014Updated 12 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated last month
- 受https://nof1.ai/ 启发编写的策略信号自动交易模型☆36Feb 5, 2026Updated 3 months ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆33Nov 7, 2023Updated 2 years ago
- Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)☆13May 12, 2016Updated 10 years ago
- 硕士毕业论文代码 深度强化学习☆10Apr 4, 2020Updated 6 years ago
- SMVs: Enforcing Least Privilege Memory Views for Multithreaded Applications☆13Jul 7, 2022Updated 3 years ago
- 各种安全相关思维导图整理收集☆11Sep 7, 2015Updated 10 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 缠论自动工具☆13Nov 14, 2021Updated 4 years ago
- Repository for new and experimental code☆20Mar 24, 2013Updated 13 years ago
- 投资组合评比器，基于python3.8和mysql8.0。由Concyclics和wingholy完成主要编程工作，可实现对于蛋卷 基金和且慢基金平台投资组合信息的收集和对比。☆11Jun 18, 2021Updated 4 years ago
- ☆14May 16, 2022Updated 4 years ago
- test abbributions☆11Apr 25, 2018Updated 8 years ago
- 机器学习等算法学习笔记☆10Feb 22, 2020Updated 6 years ago
- C++ implementation of LMAX disruptor☆12Mar 18, 2015Updated 11 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆153May 17, 2020Updated 6 years ago
- N-dimensional Array Datastructure on CPU and GPU☆20Mar 5, 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.
- nextgenereation data solution / 下一代数据解决方案☆23Dec 3, 2019Updated 6 years ago
- Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated …☆33May 9, 2024Updated 2 years ago
- Promise / Future library in c☆10Jan 29, 2016Updated 10 years ago
- Simple implementation GCD in C++11☆17Jul 3, 2017Updated 8 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- Python Package: Fitting and Forecasting the yield curve☆41Feb 25, 2021Updated 5 years ago
- A stock trading system that can sell and buy stocks through Tonghuashun platform, mostly for testing strategy in real time using simulati…☆12Feb 8, 2017Updated 9 years ago