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A list of online resources for quantitative modeling, trading, portfolio management
Created
2017-11-21
39 commits to master branch, last one 3 years ago
A Python library for mathematical finance
Created
2021-04-21
42 commits to main branch, last one about a year ago
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
cvar
investments
black-litterman
entropy-pooling
asset-allocation
asset-management
cvar-optimization
efficient-frontier
investment-analysis
markowitz-portfolio
portfolio-selection
mathematical-finance
portfolio-allocation
quantitative-finance
risk-adjusted-return
investment-management
portfolio-construction
portfolio-optimization
conditional-value-at-risk
mean-variance-optimization
Created
2021-10-14
74 commits to main branch, last one 8 days ago
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Created
2017-08-21
144 commits to master branch, last one 2 years ago
Python Financial ENGineering (PyFENG package in PyPI.org)
Created
2021-02-26
676 commits to main branch, last one 13 days ago