quantgirluk / fanchartLinks
π¦ Python library to create Fan Charts as introduced by the Bank of England in 1996
β18Updated last year
Alternatives and similar repositories for fanchart
Users that are interested in fanchart are comparing it to the libraries listed below
Sorting:
- πA dash app showing Interactive Visualisation of the Yield Curve UK and USβ32Updated last month
- β27Updated last month
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.β46Updated last year
- A repository to explore the concepts of applied econometrics in the context of financial time-series.β38Updated 5 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.β22Updated 2 weeks ago
- Covariance Matrix Estimation via Factor Modelsβ35Updated 6 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.β16Updated 5 years ago
- π A collection of notes exploring Quantitative Finance concepts with Pythonβ77Updated 4 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.β50Updated 8 months ago
- Implementation of Modern Portfolio Theory and Black Litterman Modelβ18Updated 2 years ago
- Applied Macroeconomics, a course taught at the University of Warsawβ20Updated 4 years ago
- β17Updated last year
- β40Updated 6 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inferenceβ25Updated 2 years ago
- This repository hosts the source code for the website tidy-finance.orgβ99Updated this week
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992β¦β40Updated 8 months ago
- Code for "Methodological Uncertainty in Portfolio Sorts".β18Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel modelβ15Updated 5 years ago
- Multivariate GARCH modelling in Pythonβ16Updated 7 months ago
- β28Updated 4 years ago
- β37Updated last year
- π Introduction to Monte Carlo methods in Finance Workshop Materialsβ19Updated 2 years ago
- code for turning data sets into trading strategiesβ36Updated 3 months ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), β¦β50Updated 6 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic sβ¦β44Updated 3 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilitβ¦β19Updated 4 years ago
- Macro with Pythonβ54Updated 4 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.β13Updated 2 years ago
- β19Updated 3 months ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEconβ29Updated 3 months ago