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The Top 23 Finance Risk Open Source Projects

Open source projects categorized as Finance Risk
Categories > Economics > Finance
Categories > Risk
Financial Machine Learning ⭐ 5,277
A curated list of practical financial machine learning tools and applications.
most recent commit 3 months ago
Pyportfolioopt ⭐ 3,936
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
dependent packages 10total releases 41most recent commit 3 months agopypi pyportfolioopt} Downloads
Riskfolio Lib ⭐ 2,508
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
dependent packages 5total releases 43most recent commit 3 months agopypi Riskfolio-Lib} Downloads
Financepy ⭐ 1,711
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
dependent packages 2total releases 42most recent commit 4 months agopypi financepy} Downloads
Arch ⭐ 1,212
ARCH models in Python
dependent packages 48total releases 43most recent commit 3 months agopypi arch} Downloads
Empyrical ⭐ 1,165
Common financial risk and performance metrics. Used by zipline and pyfolio.
dependent packages 33total releases 21most recent commit 5 months agopypi empyrical} Downloads
Strata ⭐ 799
Open source analytics and market risk library from OpenGamma
dependent packages 3total releases 126most recent commit 4 months ago
Dx ⭐ 484
DX Analytics | Financial and Derivatives Analytics with Python
most recent commit 3 years ago
Notebooks ⭐ 262
atoti notebooks gallery
most recent commit 8 months ago
Defi Score ⭐ 218
DeFi Score: An open framework for evaluating DeFi protocols
most recent commit 2 years ago
Awesome Algorithmic Trading ⭐ 157
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
most recent commit 5 years ago
Market_risk_gan_tensorflow ⭐ 77
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
most recent commit a year ago
Barnbridge Whitepaper ⭐ 75
most recent commit 2 years ago
Pyrb ⭐ 71
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
most recent commit 2 years ago
Msgarch ⭐ 67
MSGARCH R Package
dependent packages 1total releases 12most recent commit a year ago
Python_portfolio__var_tool ⭐ 62
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
most recent commit 3 years ago
Quantmath ⭐ 55
Financial maths library for risk-neutral pricing and risk
most recent commit 4 years ago
Rateslib ⭐ 39
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
total releases 10most recent commit 3 months ago
Qfrm ⭐ 35
Python tools to quantitatively manage financial risk
most recent commit 4 years ago
Awesome Credit Modeling ⭐ 28
A collection of awesome papers, articles and various resources on credit and credit risk modeling
most recent commit 3 years ago
Appendices ⭐ 25
Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production
most recent commit 2 years ago
Octarisk ⭐ 22
Open Source Market Risk Measurement for your portfolio.
most recent commit 3 months ago
Risktools Dev ⭐ 21
Risk tools for commodities trading and finance
most recent commit 5 months ago
The 7 Most Depended On Finance Risk Open Source Projects
Arch ⭐ 1,212
ARCH models in Python
dependent packages 48total releases 43latest release September 26, 2023most recent commit 3 months agopypi arch} Downloads
Empyrical ⭐ 1,165
Common financial risk and performance metrics. Used by zipline and pyfolio.
dependent packages 33total releases 21latest release October 13, 2020most recent commit 5 months agopypi empyrical} Downloads
Riskfolio Lib ⭐ 2,508
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
dependent packages 5total releases 43latest release October 04, 2023most recent commit 3 months agopypi Riskfolio-Lib} Downloads
Strata ⭐ 799
Open source analytics and market risk library from OpenGamma
dependent packages 3total releases 126latest release November 14, 2023most recent commit 4 months ago
Msgarch ⭐ 67
MSGARCH R Package
dependent packages 1total releases 12latest release January 16, 2022most recent commit a year ago
The 10 Latest Releases In Finance Risk Open Source Projects
Strata ⭐ 799
Open source analytics and market risk library from OpenGamma
dependent packages 3total releases 126latest release November 14, 2023most recent commit 4 months ago
Riskfolio Lib ⭐ 2,508
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
dependent packages 5total releases 43latest release October 04, 2023most recent commit 3 months agopypi Riskfolio-Lib} Downloads
Arch ⭐ 1,212
ARCH models in Python
dependent packages 48total releases 43latest release September 26, 2023most recent commit 3 months agopypi arch} Downloads
Gfer ⭐ 5
Green Finance and Environmental Risk
total releases 8latest release February 06, 2022most recent commit 2 years ago
Msgarch ⭐ 67
MSGARCH R Package
dependent packages 1total releases 12latest release January 16, 2022most recent commit a year ago
Pymarkowitz ⭐ 14
Mean Variance (Markowitz) Portfolio Optimization and Beyond
total releases 9latest release May 18, 2021most recent commit 3 years ago
Empyrical ⭐ 1,165
Common financial risk and performance metrics. Used by zipline and pyfolio.
dependent packages 33total releases 21latest release October 13, 2020most recent commit 5 months agopypi empyrical} Downloads
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