lprtk / pyRiskLinks
Python library for risk management in finance
☆19Updated 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!☆108Updated last month
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated 10 months ago
- Tools for investing in Python☆46Updated 3 years ago
- Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Fi…☆14Updated 7 years ago
- ☆22Updated last week
- Python financial widgets with okama and Dash (plotly)☆67Updated last week
- Time-Series Cross-Validation Module☆47Updated 3 years ago
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated last year
- Sensitivity Analysis in Python - Gradient DataFrames and Hex-Bin Plots☆15Updated 2 years ago
- Creating, training and backtesting of VaR and ES models based on Importance Sampling☆11Updated 2 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆36Updated 4 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated 2 years ago
- my talk for credit suisse☆39Updated last week
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 11 months ago
- tsbootstrap: generate bootstrapped time series samples in Python☆83Updated 3 months ago
- 🪁 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
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆118Updated 2 years ago
- Python Econometrics toolbox, requires NumPy☆28Updated 13 years ago
- This is all my random garbage.☆26Updated 2 years ago
- Fast and easy echarts with polars backend for wrangling and a simple API☆30Updated this week
- Risk tools for commodities trading and finance☆36Updated 4 months ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Business days calculations and utilities☆88Updated 4 months ago
- Bond pricing using YTM or zero curve. Also basic NPV/IRR functions☆35Updated last year
- Financial Portfolio Optimization Algorithms☆58Updated last year
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆49Updated last year
- Weibull Analysis Tools☆26Updated 4 months ago
- Run hierarchical risk parity algorithms☆49Updated this week