open-risk / portfolioAnalytics
A Python library for generating analytic tests for credit portfolio loss distributions
☆32Updated 4 months ago
Alternatives and similar repositories for portfolioAnalytics:
Users that are interested in portfolioAnalytics are comparing it to the libraries listed below
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- awesome-financial-networks☆35Updated 5 years ago
- openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as stan…☆23Updated 6 months ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- A financial blotter for trading FX and Futures☆23Updated 7 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- A python library for generating macro-economic scenarios☆10Updated 4 months ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆22Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 6 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- ☆10Updated 10 years ago
- Demonstrating technical elements in support of open source securitisation frameworks☆13Updated 8 months ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.☆14Updated 10 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Notebooks based on financial machine learning.☆15Updated 2 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Time series and Financial analysis in python☆16Updated 6 years ago
- This project tries to replicate hedge funds returns.☆24Updated 6 years ago
- A framework for estimating Basel IV capital requirements.☆23Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆74Updated 4 years ago
- ☆11Updated 3 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago