Alternatives and similar repositories for EquityRiskFactors

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

• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 11 years ago
• bentruitt / MF_MBS_Default_Risk
  Analysis of multifamily mortgage backed security default risk.
  ☆30Updated 6 years ago
• LSEG-API-Samples / Article.EikonAPI.Python.PortfolioOptimization
  This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory.
  ☆10Updated 3 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated last year
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• jeromeku / Python-Financial-Tools
  Providing financial analysis tools to the Python open-source community.
  ☆65Updated 11 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• vgreg / MeatPy
  Market Empirical Analysis Toolbox for Python
  ☆26Updated this week
• jeffrey-liang / Financial-Numerical-Recipes-in-Python
  Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python
  ☆16Updated 8 years ago
• jiaqiyao620 / credit-risk-management
  Class materials of Credit Risk Management taught by prof. Ed Hayes
  ☆12Updated 7 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆69Updated 10 years ago
• OpenSourceRisk / ORE-SWIG
  ☆50Updated last year
• VivekPa / BinomialOptModel
  A python program to implement the discrete binomial option pricing model
  ☆83Updated 3 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆113Updated 4 years ago
• open-risk / portfolioAnalytics
  A Python library for generating analytic tests for credit portfolio loss distributions
  ☆32Updated 7 months ago
• thinklancer / Financial-Engineering
  Financial Engineering and Risk Management Course, 2013
  ☆40Updated 9 years ago
• ajtulloch / IntensityCreditModels
  Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
  ☆21Updated 11 years ago
• jsmidt / quantpp
  quant++: A C++ quantitative trading framework.
  ☆23Updated 13 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• nakulnayyar / FF3Factor
  Fama French 3 Factor Model
  ☆42Updated 9 years ago
• daleroberts / heston
  Implementations of the Heston stochastic volatility model
  ☆24Updated 10 years ago
• StuartGordonReid / Comp-Finance
  This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…
  ☆54Updated 10 years ago
• andreybabynin / HRP
  Hierarchical Risk Parity
  ☆29Updated 5 years ago
• bualpha / quant-library
  α collection of resources for people interested in quant finance
  ☆53Updated 6 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆68Updated 5 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆116Updated 8 years ago
• anre005 / pinbasic
  R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
  ☆14Updated 3 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 6 years ago
• yadongli / nyumath2048
  NYU Math-GA 2048: Scientific Computing in Finance
  ☆107Updated 5 years ago