lprtk / pyRiskLinks
Python library for risk management in finance
☆20Updated 3 years ago
Alternatives and similar repositories for pyRisk
Users that are interested in pyRisk are comparing it to the libraries listed below
Sorting:
- Use Python like a spreadsheet!☆116Updated last week
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated last year
- Polars Time Series Extension☆34Updated 2 months ago
- Python Econometrics toolbox, requires NumPy☆28Updated 13 years ago
- Tools for investing in Python☆47Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Creating, training and backtesting of VaR and ES models based on Importance Sampling☆11Updated 2 years ago
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆50Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 9 months ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆26Updated 2 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Design of Risk Parity Portfolios☆119Updated 3 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 12 years ago
- my talk for credit suisse☆41Updated this week
- Sensitivity Analysis in Python - Gradient DataFrames and Hex-Bin Plots☆15Updated 2 years ago
- A library for Time Series EDA (exploratory data analysis)☆72Updated last year
- 🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …☆102Updated last year
- openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as stan…☆25Updated last year
- Development space for PhD in Finance☆34Updated 5 years ago
- Time-Series Cross-Validation Module☆46Updated 4 years ago
- Bayesian Vector Autoregression in Python☆29Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- This is all my random garbage.☆26Updated 2 years ago
- Business days calculations and utilities☆89Updated 3 weeks ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Risk tools for commodities trading and finance☆37Updated 3 weeks ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago