Alternatives and similar repositories for SA-CCR-Code

Users that are interested in SA-CCR-Code are comparing it to the libraries listed below

• VermeirJellen / Financial_Risk_Modeling_Research
  Practical applications towards risk-centric portfolio management
  ☆45Updated 9 years ago
• PacktPublishing / Learning-Quantitative-Finance-with-R
  Code repository of Learning Quantitative Finance with R by Packt
  ☆46Updated 2 years ago
• jerryxyx / CUDA
  Using CUDA-accelerated Monte Carlo for option pricing. Developing a option pricing system in CUDA.
  ☆8Updated 7 years ago
• quotekio / quotek
  Quotek is an open source algotrading platform, written in C++.
  ☆11Updated 4 years ago
• wilki2021 / hedgeit
  ☆14Updated 11 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• quandl / Matlab
  Quandl's Matlab module
  ☆55Updated 4 years ago
• cheerzzh / R_for_Quantitative_Finance
  ☆49Updated 9 years ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆59Updated 2 years ago
• thinklancer / Financial-Engineering
  Financial Engineering and Risk Management Course, 2013
  ☆40Updated 9 years ago
• alfranz / python-pairs-trading
  A simple implementation of a pairs trading strategy
  ☆13Updated 10 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 8 years ago
• eehlers / QuantLibXL
  An Excel addin for QuantLib.
  ☆18Updated last year
• ntrang086 / analyze_financial_data
  analyze financial data using python: numpy, pandas, etc.
  ☆21Updated 7 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆82Updated 6 years ago
• chaitjo / markowitz-portfolio-optimization
  Markowitz portfolio optimization on synthetic and real stocks
  ☆76Updated 7 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆75Updated 7 years ago
• pymike00 / WikiReader
  Multi platform example kivy application to browse Wikipedia's summaries. Can be built to run standalone on Android, iOS, Win, Linux, Mac…
  ☆8Updated 2 years ago
• jiaqiyao620 / credit-risk-management
  Class materials of Credit Risk Management taught by prof. Ed Hayes
  ☆12Updated 7 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆22Updated 8 years ago
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated 6 months ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated last week
• VivekPa / BinomialOptModel
  A python program to implement the discrete binomial option pricing model
  ☆83Updated 3 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆42Updated 5 years ago
• daleroberts / heston
  Implementations of the Heston stochastic volatility model
  ☆24Updated 10 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• ashishpapanai / stockDL
  A financial deep learning library for stocks price prediction and comparison with traditional investment strategies. The Library is based…
  ☆34Updated 3 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆35Updated 5 years ago
• ranaroussi / monthly-returns-heatmap
  Python Monthly Returns Heatmap (DEPRECATED! Use QuantStats instead)
  ☆27Updated 6 years ago