Alternatives and similar repositories for pyRisk

Users that are interested in pyRisk are comparing it to the libraries listed below

• fumitoh / modelx
  Use Python like a spreadsheet!
  ☆108Updated last month
• cmf-team / importance-sampling-2022
  Creating, training and backtesting of VaR and ES models based on Importance Sampling
  ☆11Updated 2 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated 2 years ago
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆49Updated last year
• tschm / cs
  my talk for credit suisse
  ☆39Updated this week
• Hvass-Labs / InvestOps
  Tools for investing in Python
  ☆45Updated 3 years ago
• cvxgrp / simulator
  Tool to support backtests
  ☆46Updated this week
• cvxgrp / cvxrisk
  ☆16Updated this week
• astrogilda / tsbootstrap
  tsbootstrap: generate bootstrapped time series samples in Python
  ☆81Updated 2 months ago
• mbk-dev / okama-dash
  Python financial widgets with okama and Dash (plotly)
  ☆67Updated 5 months ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 10 months ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• tschm / pyhrp
  Run hierarchical risk parity algorithms
  ☆48Updated last week
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• nickderobertis / sensitivity
  Sensitivity Analysis in Python - Gradient DataFrames and Hex-Bin Plots
  ☆15Updated 2 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 4 years ago
• egrillot / Exact-Hidden-Markov-Models
  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 2 years ago
• genedan / TmVal
  Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
  ☆34Updated 4 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• microprediction / mkalgo
  Mueen-Keogh Algorithm for finding timeseries motifs
  ☆21Updated 4 years ago
• bmoretz / Computational-Finance
  Collection of projects oriented around the computational finance domain.
  ☆27Updated 6 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• microprediction / monteprediction_colab_examples
  Monte Carlo Submission Examples
  ☆17Updated last year
• christophmark / bayesloop
  Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
  ☆168Updated last year
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆45Updated last year
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆35Updated 3 months ago
• hsbc / tslumen
  A library for Time Series EDA (exploratory data analysis)
  ☆71Updated last year
• nla-group / slearn
  Symbolic sequence learning package
  ☆12Updated 2 months ago
• eigenfoo / random
  This is all my random garbage.
  ☆26Updated 2 years ago