qrm
☆256Aug 8, 2023Updated 3 years ago
Alternatives and similar repositories for qrm
Users that are interested in qrm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆17May 22, 2017Updated 9 years ago
- Easily source publicly available data on derivatives☆38Jan 9, 2022Updated 4 years ago
- ☆47May 5, 2016Updated 10 years ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆11Aug 11, 2026Updated last month
- Quantitative Risk Management Concepts☆12Sep 27, 2016Updated 9 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.
- Instrumental Variable Quantile Regression☆15Jul 17, 2023Updated 3 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆37Oct 30, 2023Updated 2 years ago
- Python Code for Meucci Related Blog Posts☆16Jul 5, 2016Updated 10 years ago
- Obtain historical and near real time data from Yahoo Finance☆20Updated this week
- The hourly demand and supply of electricity in the US☆26May 26, 2021Updated 5 years ago
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- Repository containing vintages of oil supply news shock data☆14Jun 9, 2026Updated 3 months ago
- Executable form of the MiFID II RTS (Regulatory Technical Standard) documents.☆18Jun 17, 2018Updated 8 years ago
- R code for the IMF edX course on Macroeconomic Forecasting☆18Jan 29, 2016Updated 10 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆24May 3, 2022Updated 4 years ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Dec 4, 2022Updated 3 years ago
- Modeling the allocation of resources to markets based on the restraints of objective functions☆14Mar 15, 2016Updated 10 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- etrm: Energy Trading and Risk Management in R☆45Feb 3, 2023Updated 3 years ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆20Aug 2, 2022Updated 4 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 6 years ago
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- Forecast Combination in R☆29Aug 3, 2018Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Quant research and vectorised backtesting system☆18Jul 29, 2016Updated 10 years ago
- ☆11Aug 27, 2024Updated 2 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆19Apr 11, 2026Updated 5 months ago
- Lectures and tutorials for number of courses in economics and statistics.☆21Oct 10, 2020Updated 5 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆20Sep 20, 2023Updated 3 years ago
- R Package for General-to-Specific (GETS) modelling and Indicator Saturation (ISAT) methods☆10Aug 6, 2026Updated last month
- Open-source asset-liability model.☆29Updated this week
- CRAN Task View: Empirical Finance☆58Updated this week
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Mar 20, 2026Updated 6 months 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…☆25May 23, 2026Updated 3 months ago
- D-vine quantile regression☆11Aug 31, 2026Updated 3 weeks ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆15May 5, 2026Updated 4 months ago
- Website dedicated to a book on machine learning for factor investing☆256Jul 17, 2023Updated 3 years ago
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 8 years ago