prudhvi-reddy-m / VaRCalculatorLinks
VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, and Monte Carlo Simulation. Dive into the intricacies of risk management with precision and confidence.
☆13Updated 7 months ago
Alternatives and similar repositories for VaRCalculator
Users that are interested in VaRCalculator are comparing it to the libraries listed below
Sorting:
- Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathemat…☆69Updated last year
- Collection of resources used on QuantPy YouTube channel.☆256Updated last year
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆79Updated 5 years ago
- Study resources for quantitative finance☆197Updated 3 years ago
- Codes for the concepts related to quantitative finance☆58Updated last week
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆181Updated 2 years ago
- The CQF resources and my learning records☆185Updated last year
- HFT signals on GDAX☆110Updated 7 years ago
- Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot pr…☆293Updated 9 months ago
- Signal processing examples in python☆155Updated 5 years ago
- Algo Trading Research & Documentation☆21Updated 2 months ago
- ☆88Updated 6 months ago
- My computational solution to Jane Street's monthly puzzles.☆314Updated 4 years ago
- ☆144Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆489Updated last year
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆66Updated last year
- Top training materials in quantitative finance☆466Updated last month
- Code notebooks from the PyQuant Newsletter☆45Updated this week
- Recreate EP Chan algo trading book strategies☆412Updated 7 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆154Updated last year
- Repository of Quantitative Finance Models☆13Updated 8 months ago
- Quantitative research and educational materials☆32Updated last year
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆73Updated 4 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆189Updated last year
- Option visualization python package☆155Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆312Updated 4 years ago
- J.P. Morgan Quant Challenge 2022 Questions☆55Updated 2 years ago
- ☆82Updated 10 months ago
- The CQF program☆99Updated 8 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆375Updated 5 years ago