wegamekinglc / VisualPortfolio
☆106Updated 8 years ago
Alternatives and similar repositories for VisualPortfolio:
Users that are interested in VisualPortfolio are comparing it to the libraries listed below
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 4 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆121Updated 5 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆230Updated 2 years ago
- Python tools to quantitatively manage financial risk☆65Updated 5 years ago
- ☆53Updated 8 months ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆124Updated 2 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆70Updated 4 months ago
- QSTrader☆133Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Python framework for real-time financial and backtesting trading strategies☆213Updated 9 years ago
- ☆45Updated 10 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆129Updated 6 years ago
- Kelly Criterion calculation☆95Updated 2 years ago
- Algo execution engine☆91Updated 8 years ago
- Compute VIX and related volatility indices☆104Updated 3 months ago
- Algorithmic trading platform for multiple assets☆36Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆156Updated 6 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆127Updated 4 years ago
- Financial security modelling with Python and QuantLib☆34Updated 10 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Documentation for QuantLib-Python☆100Updated 7 months ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 10 years ago