Awesome Open Source
Search
Programming Languages
Languages
All Categories
Categories
About
Search results for value at risk
value-at-risk
x
8 search results found
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)
Portvine
⭐
16
Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
Volatility Modeling Python Datasci
⭐
13
Undergraduate Thesis published by the Seoul National University Department of Economics (2020)
Caviar
⭐
11
R code for CAViaR model
Portfolio Optimizer
⭐
9
A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.
Vartests
⭐
8
Statistical tests for Value at Risk (VaR) Models.
L1qr
⭐
8
Lasso Quantile Regression
Varfxi
⭐
5
Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"
Related Searches
Python Value At Risk (8)
Value At Risk Expected Shortfall (7)
R Value At Risk (6)
Jupyter Notebook Value At Risk (6)
Value At Risk Garch Models (4)
Finance Value At Risk (4)
Monte Carlo Simulation Value At Risk (4)
Quantile Regression Value At Risk (3)
Sharpe Ratio Value At Risk (3)
1-8 of 8 search results
Privacy
|
About
|
Terms
|
Follow Us On Twitter
Copyright 2018-2024 Awesome Open Source. All rights reserved.