Python tools to quantitatively manage financial risk
☆68Nov 16, 2019Updated 6 years ago
Alternatives and similar repositories for qfrm
Users that are interested in qfrm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Jul 6, 2023Updated 3 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆179Feb 28, 2026Updated 7 months ago
- ☆108Feb 28, 2017Updated 9 years ago
- Fast implied volatility based on the quantile formula.☆16Oct 1, 2026Updated 2 weeks ago
- ☆18Feb 13, 2022Updated 4 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆132Jul 6, 2023Updated 3 years ago
- HAR-RV Model For Realized Volatility☆32Feb 21, 2016Updated 10 years ago
- Fourier-Bayesian estimation of stochastic volatility models☆17Sep 23, 2021Updated 5 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v …☆317Feb 24, 2025Updated last year
- applications for risk management through computational portfolio construction methods☆48Sep 18, 2020Updated 6 years ago
- Quantitative Risk Management Concepts☆12Sep 27, 2016Updated 10 years ago
- Net Present Value (NPV) Simulation for Python☆15Aug 12, 2019Updated 7 years ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆639Feb 22, 2021Updated 5 years ago
- Financial modeling with Python and Pandas☆65Jul 2, 2021Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Python package for timeseries analysis and manipulation☆87Nov 2, 2016Updated 9 years ago
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 5 years ago
- ☆14Oct 23, 2018Updated 7 years ago
- Machine learning strategy that trains the model using "everything and the kitchen sink": fundamentals, technical indicators, returns, pri…☆15Oct 9, 2026Updated last week
- Bond pricing using YTM or zero curve. Also basic NPV/IRR functions☆37Oct 3, 2026Updated 2 weeks ago
- ☆10Nov 4, 2018Updated 7 years ago
- Stock Market Relational Model/Schema (SQLAlchemy)☆24Jan 2, 2017Updated 9 years ago
- This repo is using imitating learning to optimize portfolio. The code was derived from https://github.com/vermouth1992/drl-portfolio-mana…☆11May 16, 2019Updated 7 years ago
- Lightweight Python library for assembling and analysing financial data☆482Feb 3, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆10Jul 16, 2020Updated 6 years ago
- Fast and scalable construction of risk parity portfolios☆325Aug 31, 2026Updated last month
- Accompanying source codes for my book 'Mastering Python for Finance'.☆538Jul 9, 2022Updated 4 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,958Oct 21, 2024Updated last year
- Hashing, searching, sorting, tree algorithms, dynamic programming, greedy algorithms, divide and conquer, random number generation, and r…☆10Apr 20, 2018Updated 8 years ago
- Options Pricing using Finite Difference Methods☆16May 24, 2017Updated 9 years ago
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- ☆74May 29, 2026Updated 4 months ago
- [deprecated/unsupported] Python wrapper for programmatically interacting with the MarketWatch stock trading game.☆13Apr 19, 2017Updated 9 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆44Mar 18, 2020Updated 6 years ago
- MV Port is a Python package to perform Mean-Variance Analysis. It provides a Portfolio class with a variety of methods to help on your po…☆11Feb 3, 2026Updated 8 months ago
- Sentiment analysis and opinion mining of Reddit data.☆15Apr 15, 2018Updated 8 years ago
- A nimble options research and backtesting library for Python☆1,495Jun 30, 2026Updated 3 months ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆31Aug 29, 2020Updated 6 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- ☆20May 17, 2020Updated 6 years ago