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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 4 years ago
A Python library for mathematical finance
Created
2021-04-21
42 commits to main branch, last one about a year ago
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization 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
82 commits to main branch, last one about a month 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 3 years ago
Python Financial ENGineering (PyFENG package in PyPI.org)
Created
2021-02-26
713 commits to main branch, last one about a month ago
Entropy Pooling in Python with a BSD 3-Clause license.
cvar
entropy
bayesian
investments
market-views
fortitudo-tech
black-litterman
entropy-pooling
investment-risk
maximum-entropy
asset-allocation
asset-management
investment-analysis
portfolio-selection
mathematical-finance
quantitative-finance
investment-management
portfolio-construction
conditional-value-at-risk
Created
2024-01-07
23 commits to main branch, last one 2 months ago