Alternatives and similar repositories for etrm:

Users that are interested in etrm are comparing it to the libraries listed below

• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆29Updated 2 months ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆30Updated this week
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 5 years ago
• stochasticquant / Derivative-Pricing-in-Python
  Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Fi…
  ☆15Updated 6 years ago
• mgroncki / DataScienceNotebooks
  Tutorials about Machine Learning and Deep Learning
  ☆30Updated 6 years ago
• equinor / curvy
  The Smooth Forward Price Curve builder you never thought you needed
  ☆21Updated 5 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆20Updated 4 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆34Updated 10 years ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 4 years ago
• opentaps / open-climate-investing
  Application and data for analyzing and structuring portfolios for climate investing.
  ☆47Updated 2 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆62Updated 6 months ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆40Updated 3 years ago
• AI4Finance-Foundation / Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020
  Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.
  ☆71Updated 4 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• Hvass-Labs / InvestOps
  Tools for investing in Python
  ☆43Updated 2 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• open-risk / portfolioAnalytics
  A Python library for generating analytic tests for credit portfolio loss distributions
  ☆33Updated 2 months ago
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆30Updated last year
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 6 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆29Updated 3 months ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆65Updated 5 years ago
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆53Updated last week
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆25Updated last year
• omartinsky / PYBOR
  PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
  ☆41Updated 8 months ago
• open-risk / scenarioGenerator
  A python library for generating macro-economic scenarios
  ☆11Updated 2 months ago
• max-fitzpatrick / bond_pricer
  Python class and jupyter iPython notebook for pricing a fixed coupon bond
  ☆23Updated 6 years ago