mtouyaa / Python-for-MarketRisk
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
☆10Updated 2 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
- Shiny app for IFRS provisioning and estimated loss report☆10Updated 3 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 5 years ago
- R package AssetAllocation☆35Updated last year
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆20Updated 4 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆28Updated last year
- Option Volatility and Pricing Models.☆12Updated 2 years ago
- The stock analysis R file for computing stock returns and correlations for the S&P500 stock listing.☆36Updated 8 years ago
- CRAN Task View: Empirical Finance☆56Updated 3 months ago
- ☆42Updated 6 years ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- ☆17Updated 3 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- This repository hosts the source code for the website tidy-finance.org☆91Updated this week
- R code for the IMF edX course on Macroeconomic Forecasting☆14Updated 9 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago
- Material for the 2-day block course "Deep Learning with Actuarial Applications in R"☆35Updated 3 years ago
- ☆84Updated last month
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated this week
- ☆45Updated 8 years ago
- R package for high frequency time series data management☆61Updated 3 months ago
- An R package for analysis of Aswath Damodaran's weighted average cost of capital (WACC) data☆11Updated 9 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆42Updated 5 years ago
- ☆69Updated 2 months ago
- The Tidymodels Extension for GARCH models☆34Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago