donaldor Goto Github PK
Type: User
Type: User
Semi-automated investing strategy (risk parity)
Barra-Multiple-factor-risk-model
a python module and user interface of a user-defined Barra risk model
A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.
Bloomberg Python API
Python Bloomberg API and Pandas Wrapper
CLI bond calculator that computes bond YTM, price, duration, and convexity.
Computation of bond value
101 bond pricer
Capstone project, Fixed Income Quantitative Trading
for fun for professional
Portfolio Management Framework for risk and performance analysis 投资组合管理
Common financial risk and performance metrics. Used by zipline and pyfolio.
:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
Fixed Income project
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Fixed income related calculations in Python
Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
Pricing examples for fixed income financial products
1. DV01 Hedging 2. Regression-based hedging 3. Keyrate Hedging 4. Optimization with Lowest Transaction Cost
A project for Fixed Income asset(bond,irs,etc)
A python library for modeling and analyzing fixed income securities
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
Repository for MTH9881 - Fixed Income Risk Management
Exchange calendars to use with pandas for trading applications
Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
Factor Analysis of Information Risk (FAIR) model written in Python.
建立最优组合的代码,值得学习
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
A prototype module for fixed income calculation in Python
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.