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29 search results found

Financial Machine Learning ⭐ 5,277

A curated list of practical financial machine learning tools and applications.

Pyportfolioopt ⭐ 3,936

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Riskfolio Lib ⭐ 2,508

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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.

ARCH models in Python

Empyrical ⭐ 1,165

Common financial risk and performance metrics. Used by zipline and pyfolio.

Open source analytics and market risk library from OpenGamma

DX Analytics | Financial and Derivatives Analytics with Python

Notebooks ⭐ 262

atoti notebooks gallery

Defi Score ⭐ 218

DeFi Score: An open framework for evaluating DeFi protocols

Awesome Algorithmic Trading ⭐ 157

A curated list of awesome algorithmic trading frameworks, libraries, software and resources

Market_risk_gan_tensorflow ⭐ 77

Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

Barnbridge Whitepaper ⭐ 75

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

MSGARCH R Package

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)

Quantmath ⭐ 55

Financial maths library for risk-neutral pricing and risk

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.

Python tools to quantitatively manage financial risk

Awesome Credit Modeling ⭐ 28

A collection of awesome papers, articles and various resources on credit and credit risk modeling

Appendices ⭐ 25

Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production

Octarisk ⭐ 22

Open Source Market Risk Measurement for your portfolio.

Risktools Dev ⭐ 21

Risk tools for commodities trading and finance

Financial_risk_modeling_research ⭐ 21

Practical applications towards risk-centric portfolio management

Finance World ⭐ 16

Optimization techniques on the financial area for the hedging, investment starategies, and risk measures

Economicscenariogenerators.jl ⭐ 15

Status: Technical Preview

Pymarkowitz ⭐ 14

Mean Variance (Markowitz) Portfolio Optimization and Beyond

Rebalanceassetallocation ⭐ 12

Brief python code to analyze asset allocation.

Riskpremium ⭐ 12

Measuring the Market Risk Premium

Evolutionary Trading Strategies ⭐ 11

This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strategies) are considered as functions of historical price data, outputting a position allocation. Strategy fitness evaluation is computed by simulating the strategy over historical financial data. Because financial investment requires a fundamental tradeoff between risk and return, strategies are evaluated on multi-objective fitness functions depending on profit a

Real Time Risk Management System ⭐ 9

Anomalydetectiononrisk ⭐ 9

Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

Jupyter notebooks on financial engineering.

📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.

Riskmanagement ⭐ 7

A Java based financial risk management library.

Automated Modeling in Financial Domain

Quantitative Finance With R ⭐ 6

Quantitative Finance with R, published by Packt

Finance Papers Replication ⭐ 6

My replication of financial papers.

Portfolio_sortino_ratio ⭐ 5

This function optimizes portfolio weights based on a user-specified weighted linear combination of the Sortino ratio, Sharpe ratio, average total return, average downside risk, average standard deviation of returns, and max drawdown.

Green Finance and Environmental Risk

Financeanalytics ⭐ 5

A Library that provides Analytic calculations [Trade and Risk] for various Financial Instruments.

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1-29 of 29 search results

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