5 results found Sort:

EliteQuant
EliteQuant EliteQuant
562
2.8k
apache-2.0
167
A list of online resources for quantitative modeling, trading, portfolio management
asset-pricing trading-systems asset-management machine-learning trading-platform algorithmic-trading mathematical-finance portfolio-management quantitative-finance quantitative-trading
Created 2017-11-21
39 commits to master branch, last one 3 years ago
romanmichaelpaolucci
Q-Fin romanmichaelpaolucci
52
376
mit
11
A Python library for mathematical finance
python option-pricing mathematical-finance quantitative-finance
Created 2021-04-21
42 commits to main branch, last one about a year ago
fortitudo-tech
fortitudo.tech fortitudo-tech
20
159
gpl-3.0
8
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
asavine
CompFinance asavine
60
159
unknown
20
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
antoine-savine parallel-computing mathematical-finance quantitative-finance computational-finance monte-carlo-simulation automatic-differentiation
Created 2017-08-21
144 commits to master branch, last one 2 years ago
PyFE
PyFENG PyFE
68
130
gpl-2.0
6
Python Financial ENGineering (PyFENG package in PyPI.org)
sabr-model derivatives heston-model black-scholes option-pricing bachelier-model mathematical-finance quantitative-finance financial-engineering
Created 2021-02-26
676 commits to main branch, last one 13 days ago