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.
☆12Updated 5 months ago
Alternatives and similar repositories for VaRCalculator
Users that are interested in VaRCalculator are comparing it to the libraries listed below
Sorting:
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆72Updated 4 years ago
- Study resources for quantitative finance☆171Updated 3 years ago
- Collection of resources used on QuantPy YouTube channel.☆237Updated last year
- Codes for the concepts related to quantitative finance☆56Updated last week
- The CQF resources and my learning records☆168Updated last year
- Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot pr…☆254Updated 6 months ago
- Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathemat…☆62Updated last year
- Repository of Quantitative Finance Models☆13Updated 6 months ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆170Updated 2 years ago
- The CQF program☆190Updated 7 years ago
- Signal processing examples in python☆151Updated 5 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆471Updated last year
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆66Updated 4 years ago
- ☆84Updated 4 months ago
- HFT signals on GDAX☆106Updated 7 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆264Updated last month
- Algo Trading Research & Documentation☆20Updated 2 weeks ago
- ☆142Updated last year
- ☆112Updated 7 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆360Updated 4 years ago
- My computational solution to Jane Street's monthly puzzles.☆300Updated 4 years ago
- CQF☆27Updated 3 years ago
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆64Updated last year
- ☆227Updated last year
- The CQF program☆97Updated 8 years ago
- ☆433Updated 7 years ago
- ☆39Updated 9 months ago
- ☆81Updated 8 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- The ultimate guide to landing a job or internship in quantitative finance.☆226Updated 2 years ago