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17 search results found

Gs Quant ⭐ 2,272

Python toolkit for quantitative finance

Quantresearch ⭐ 1,410

Quantitative analysis, strategies and backtests

Optimalportfolio ⭐ 262

An open source library for portfolio optimisation

Comprehensive automatic differentiation in C++

Investment portfolio and stocks analyzing tools for Python with free historical data

Lifelib ⭐ 141

Python package of actuarial models, tools, examples and learning materials.

Systemicrisk ⭐ 111

A framework for systemic risk valuation and analysis.

Notebooks ⭐ 101

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

Use Python like a spreadsheet!

Financialtoolbox.jl ⭐ 43

Useful functions for Black–Scholes Model in the Julia Language

Appendices ⭐ 25

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

Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction

Automatic sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

An Excel integration of OpenGamma Strata.

Capture Strategic ⭐ 7

Quant Portfolio Approach to Alpha Generation and Retention

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

Baseltools ⭐ 5

A framework for estimating Basel IV capital requirements.

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Python Quantitative Finance (197)

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