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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 a...
Created
2018-01-20
44 commits to master branch, last one 3 years ago
Mixed models @lme4 + custom covariances + parameter constraints
Created
2016-05-16
102 commits to master branch, last one 3 years ago