Capturar e modelar curvas de juros (ettj) usadas no Brasil.
☆24May 11, 2026Updated 3 months ago
Alternatives and similar repositories for pyettj
Users that are interested in pyettj are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆10Jul 5, 2023Updated 3 years ago
- Repositório dedicado à modelagem e cálculos em renda fixa☆12Dec 30, 2022Updated 3 years ago
- Fourier-Bayesian estimation of stochastic volatility models☆17Sep 23, 2021Updated 4 years ago
- ☆17Aug 3, 2021Updated 5 years ago
- Extract Brazilian financial data from a wide range of Internet sources: B3, ANBIMA, CVM☆51Updated this week
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆10Jan 23, 2025Updated last year
- Relative Rotation Graph☆12May 31, 2021Updated 5 years ago
- Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"☆59Aug 19, 2023Updated 2 years ago
- ☆261Apr 30, 2023Updated 3 years ago
- Interest Rates calculation, indexing and Term Structures.☆29Jul 10, 2026Updated last month
- https://www.researchgate.net/profile/Rajah_Iyer☆49Aug 10, 2024Updated 2 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Testing Code abount quantitative finance algorithms☆11Aug 14, 2025Updated last year
- A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of…☆21Nov 6, 2019Updated 6 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.
- A stockmarket strategy☆17Mar 15, 2026Updated 4 months ago
- Cotações históricas de ações - B3☆12Jun 20, 2020Updated 6 years ago
- This is a cheat sheet of 100 commonly used commands in Git Bash, organized from basic to advanced, and from most used to least used. Each…☆25Apr 3, 2023Updated 3 years ago
- scraper anbima☆15Jun 30, 2025Updated last year
- Getting a better understanding of Black-Litterman and how Betterment manages my ETF portfolio.☆15Jul 29, 2015Updated 11 years ago
- Run any termux package as real root in your ADB shell☆14Dec 31, 2024Updated last year
- This software automatizes the estimation of Yang & Zhang's RV proxy for financial securities☆18Dec 7, 2023Updated 2 years ago
- Automatically set buy orders on the Steam Market with steampy.☆20Dec 22, 2025Updated 7 months ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- Dashboard to analyze brazilian financial market using Dash Plotly☆18Oct 12, 2022Updated 3 years ago
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆13May 9, 2021Updated 5 years ago
- A short introduction to Conformal Prediction methods, with a few examples for classification and regression from the Astrophysical domain…☆14Jul 2, 2024Updated 2 years ago
- Application to finance☆39Sep 24, 2024Updated last year
- Portal to my Github repositories to analyze Steam data.☆28Jun 28, 2025Updated last year
- GARCH models estimated using autodiff.☆20May 23, 2026Updated 2 months ago
- Imperial is a fun board game.☆18Jul 31, 2026Updated 2 weeks ago
- 🐝 Tiny CLI to post simultaneously to Mastodon and Bluesky☆17Apr 3, 2026Updated 4 months ago
- 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.
- using python control Lotus Notes☆14Jul 23, 2016Updated 10 years ago
- Scraping package to access Brazil's financial data.☆17Sep 27, 2025Updated 10 months ago
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 5 years ago
- Business days calculations and utilities☆94Apr 13, 2026Updated 4 months ago
- track golang trending in github☆24Updated this week
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago