yellowbean / AbsBoxLinks
a cashflow engine wrapper for structured finance professionals
☆61Updated 3 months ago
Alternatives and similar repositories for AbsBox
Users that are interested in AbsBox are comparing it to the libraries listed below
Sorting:
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Python library for asset pricing☆126Updated last year
- Real-time & historical data API for US stocks and options☆67Updated last year
- Example streamlit application with OpenBB SDK☆51Updated 2 years ago
- Source code for Multicriteria Portfolio Construction with Python☆31Updated 4 years ago
- Pythonic interface for Bloomberg Open API☆141Updated last month
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆132Updated last week
- Analysis of financial instruments☆75Updated last week
- Portfolio Management for Everyone☆33Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆99Updated 3 weeks ago
- Macrosynergy Quant Research☆164Updated this week
- Portfolio optimization with cvxopt☆40Updated 3 weeks ago
- Full Python interface to Federal Reserve Economic Data (FRED)☆115Updated 7 months ago
- 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…☆64Updated 9 months ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Updated last year
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated 2 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Fast Risks with QuantLib in Python☆17Updated last year
- Risk tools for commodities trading and finance☆36Updated last month
- Simple financial dashboard powered by OpenBB and Streamlit. App displays stocks, bonds, currencies, cryptos, indices, and alt economic da…☆32Updated 2 years ago
- Standardised Bloomberg Fixed Income Processing☆22Updated 5 years ago
- Relative Strength Stock Screener powered by OpenBB☆37Updated 2 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆172Updated last year
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆44Updated 7 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.☆40Updated 2 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆273Updated 3 weeks ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆31Updated last week
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆123Updated 5 years ago