mtouyaa / Python-for-MarketRiskLinks
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
☆11Updated 3 years ago
Alternatives and similar repositories for Python-for-MarketRisk
Users that are interested in Python-for-MarketRisk are comparing it to the libraries listed below
Sorting:
- The stock analysis R file for computing stock returns and correlations for the S&P500 stock listing.☆44Updated 8 years ago
- Shiny app for IFRS provisioning and estimated loss report☆9Updated 4 years ago
- R package AssetAllocation☆34Updated last year
- This repository hosts the source code for the website tidy-finance.org☆101Updated last week
- ☆93Updated 2 months ago
- ☆76Updated 7 months ago
- ☆42Updated 7 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- ☆46Updated 9 years ago
- R code for the IMF edX course on Macroeconomic Forecasting☆16Updated 9 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated this week
- Fixed income tools for R☆61Updated 2 months ago
- R package for commodities and finance analytics. Sister python package details below.☆30Updated 3 weeks ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 8 months ago
- Repository for GARCH tutorial paper in RAC☆31Updated 4 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆22Updated last month
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- CRAN Task View: Empirical Finance☆57Updated last month
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated last month
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆37Updated last month
- Get Tidy Fundamental Financial Data from EGDAR☆15Updated last year
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆22Updated last year
- Classes for analysing and implementing equity portfolios in R.☆16Updated 11 months ago
- Material for the 2-day block course "Deep Learning with Actuarial Applications in R"☆38Updated 3 years ago
- R package for high frequency time series data management☆64Updated 2 months ago
- We calculate PD,LGD,EAD and Expected loss using logistic and beta regression.☆9Updated 4 years ago
- ☆45Updated 11 years ago
- Collection of Tools for PD Rating Model Development and Validation☆16Updated last year
- Tidy Financial Statement Data in R. Via the Yahoo Finance API.☆32Updated 2 years ago
- Automated Backtesting of Portfolios over Multiple Datasets☆63Updated 3 years ago