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 6 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…☆68Updated last year
- Study resources for quantitative finance☆190Updated 3 years ago
- Codes for the concepts related to quantitative finance☆58Updated 3 weeks ago
- Collection of resources used on QuantPy YouTube channel.☆249Updated last year
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆78Updated 5 years ago
- The CQF resources and my learning records☆178Updated last year
- HFT signals on GDAX☆109Updated 7 years ago
- The CQF program☆98Updated 8 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆178Updated 2 years ago
- The CQF program☆194Updated 7 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆485Updated last year
- Repository of Quantitative Finance Models☆13Updated 8 months ago
- Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot pr…☆280Updated 8 months ago
- Goldman Sachs - Quantitative Strategies Research Notes☆373Updated 5 years ago
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆65Updated last year
- ☆144Updated last year
- Signal processing examples in python☆154Updated 5 years ago
- This repository contains our solution to the IMC Prosperity Challenge☆48Updated 2 years ago
- Jane Street quant interview/test☆112Updated 8 years ago
- ☆233Updated last year
- Recreate EP Chan algo trading book strategies☆411Updated 7 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆235Updated 4 years ago
- My computational solution to Jane Street's monthly puzzles.☆308Updated 4 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆247Updated 7 years ago
- Algo Trading Research & Documentation☆21Updated last month
- The ultimate guide to landing a job or internship in quantitative finance.☆239Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 7 months ago
- Original source code for Quantitative Trading Strategies Using Python☆72Updated last year
- J.P. Morgan Quant Challenge 2022 Questions☆54Updated 2 years ago
- ☆81Updated 10 months ago