lprtk / pyRiskLinks
Python library for risk management in finance
☆21Updated 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!☆118Updated 2 weeks ago
- 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 2 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Updated last year
- tsbootstrap: generate bootstrapped time series samples in Python☆87Updated 7 months ago
- Python Econometrics toolbox, requires NumPy☆28Updated 13 years ago
- Time-Series Cross-Validation Module☆47Updated 4 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆37Updated 4 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 12 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Tools for investing in Python☆47Updated 3 years ago
- 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 10 months ago
- my talk for credit suisse☆41Updated last week
- Development space for PhD in Finance☆34Updated 5 years ago
- Simple portfolio analysis and management.☆31Updated 4 years ago
- ☆14Updated 6 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆26Updated 2 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Updated 7 years ago
- A library for Time Series EDA (exploratory data analysis)☆72Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 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
- A tool for performing cross-validation with panel data☆21Updated last month
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated 2 years ago
- Risk tools for commodities trading and finance☆37Updated last month
- Open Source Tools for Financial Time Series Analysis and Visualization☆70Updated 10 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 8 years ago
- Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Fi…☆14Updated 7 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated this week
- Design of Risk Parity Portfolios☆119Updated 3 years ago