Elements of Financial Risk Management in Python
☆12Jan 10, 2021Updated 5 years ago
Alternatives and similar repositories for EFRMinPython
Users that are interested in EFRMinPython are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Feng Li's Python Course for Statisticians and Economists☆14Jun 16, 2024Updated 2 years ago
- 大类资产配置☆11Jun 3, 2021Updated 5 years ago
- Pricing the Term Structure with Linear Regressions☆44Feb 4, 2018Updated 8 years ago
- Measuring the Market Risk Premium☆18Mar 30, 2026Updated 3 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Quant interview problems with answers.☆15Aug 16, 2018Updated 7 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 6 years ago
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated last year
- ☆14Jun 4, 2016Updated 10 years ago
- Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net☆10Nov 9, 2024Updated last year
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Jan 18, 2023Updated 3 years ago
- Multivariate Markov-Switching Models Regressions Framework☆13May 14, 2020Updated 6 years ago
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 5 years ago
- Parse Browser 'User-Agent' Strings into R Data Frames☆16Updated this week
- 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.
- Harvardx: PH526x Using Python for Research, EdX☆14Oct 3, 2018Updated 7 years ago
- My online courses on computation, numerical methods, and simulation☆12Sep 9, 2020Updated 5 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- Semi-automated investing strategy (risk parity)☆28Oct 27, 2016Updated 9 years ago
- Homework to Stephen Boyd's Convex Optimization class (CVX101 Stanford) with python and cvxpy☆12Dec 30, 2020Updated 5 years ago
- GitBook of Note of Applied Statistics with R☆18Mar 13, 2021Updated 5 years ago
- ☆13Oct 19, 2018Updated 7 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- ☆13May 12, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 6 years ago
- Tuning-Free Huber Regression☆14Mar 12, 2022Updated 4 years ago
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- Affine term structure modeling Python package. See LICENSE for terms of use.☆15Aug 29, 2016Updated 9 years ago
- ☆16Oct 20, 2019Updated 6 years ago
- Load WARC files into Apache Spark with sparklyr☆12Jan 11, 2022Updated 4 years ago
- Keep up-to-date with the latest academic macroeconomics/finance research.☆17Dec 22, 2022Updated 3 years ago
- Materials related to Hang Li's book "Machine Learning Methods", in both Chinese and English☆46May 1, 2026Updated last month
- An R-package for obtaining real-time data from ALFRED database☆20Mar 21, 2023Updated 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.
- Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore moder…☆12Mar 4, 2021Updated 5 years ago
- MITx: 15.071x The Analytics Edge is an edX course from MIT.☆14Jul 20, 2015Updated 10 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆16Jan 1, 2021Updated 5 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆18Mar 24, 2024Updated 2 years ago
- Python package for causal inference via Synthetic Difference-in-Differences. Supports block and staggered adoption designs, optional cova…☆22Mar 25, 2026Updated 3 months ago
- summarize by groups in Stata☆27Mar 30, 2026Updated 2 months ago