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factor_and_risk_analysis
bin-yang-algotune edited this page Apr 12, 2021
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| VaR GaN | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 2018-08-06 16:09:44 | 2020-11-22 19:02:07 | 41.0 | ✔️ | |
| Various Risk Measures | Risk measures and factors for alternative and responsible investments. | 2017-08-07 14:44:32 | 2017-08-08 22:52:11 | 4.0 | ✖️ | |
| Pyfolio | Portfolio and risk analytics in Python. | 2015-06-01 15:31:39 | 2020-02-28 17:30:19 | 3673.0 | ✔️ | |
| Quant Finance | General quant repository. | 2018-08-11 22:59:53 | 2019-11-12 04:49:01 | 31.0 | ✔️ | |
| CAPM | Expected returns using CAPM. | 2016-05-10 11:03:48 | 2016-05-17 03:44:56 | 31.0 | ✖️ | |
| Risk Basic | Active portfolio risk management . | 2016-05-10 11:03:48 | 2016-05-17 03:44:56 | 31.0 | ✖️ | |
| Factor Analysis | Factor analysis for mutual funds. | 2018-03-13 07:39:20 | 2018-03-13 07:42:36 | 3.0 | ✖️ | |
| Statistical Finance | Various financial experiments. | 2015-10-04 09:10:54 | 2020-03-28 18:33:58 | 21.0 | ✔️ | |
| Performance Analysis | Performance analysis of predictive (alpha) stock factors. | 2016-06-03 21:49:15 | 2020-04-27 18:40:41 | 1847.0 | ✔️ | |
| Convex Optimisation | Convex Optimization for Finance. | 2018-06-26 20:36:47 | 2019-10-22 21:56:46 | 18.0 | ✔️ | |
| Factor Analysis | Factor strategy notebooks. | 2017-05-01 07:36:54 | 2021-04-07 15:25:27 | 172.0 | ✔️ | |
| AlphaTrading | NEW | 2018-05-18 22:09:52 | 2018-08-07 18:05:37 | 149.0 | ✖️ | |
| Risk and Return | Riskiness of portfolios and assets. | 2017-09-12 13:35:09 | 2020-08-06 12:35:44 | 140.0 | ✔️ | |
| Python for Finance | Various financial notebooks. | 2014-12-15 11:23:34 | 2018-07-10 06:38:12 | 1298.0 | ✖️ | |
| Stock-Prediction | NEW | 2018-03-18 04:54:45 | 2020-02-28 11:43:07 | 129.0 | ✔️ | |
| VaR | Value-at-risk calculations. | 2016-11-15 19:24:17 | 2017-01-14 21:19:30 | 10.0 | ✖️ |