-
Notifications
You must be signed in to change notification settings - Fork 1.3k
factor_and_risk_analysis
bin-yang-algotune edited this page Apr 2, 2021
·
16 revisions
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| Risk and Return | Riskiness of portfolios and assets. | 9/12/17 13:35 | 8/6/20 12:35 | 139.0 | ✔️ | |
| Risk Basic | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | ✔️ | |
| Quant Finance | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | ✔️ | |
| Various Risk Measures | Risk measures and factors for alternative and responsible investments. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | ✔️ | |
| CAPM | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | ✔️ | |
| Factor Analysis | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | ✔️ | |
| Factor Analysis | Factor strategy notebooks. | 5/1/17 7:36 | 2/9/21 9:36 | 171.0 | ✔️ | |
| Statistical Finance | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | ✔️ | |
| Convex Optimisation | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 17.0 | ✔️ | |
| VaR | Value-at-risk calculations. | 11/15/16 19:24 | 1/14/17 21:19 | 9.0 | ✔️ | |
| Python for Finance | Various financial notebooks. | 12/15/14 11:23 | 7/10/18 6:38 | 1294.0 | ✔️ | |
| Performance Analysis | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1835.0 | ✔️ | |
| Pyfolio | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3633.0 | ✔️ | |
| VaR GaN | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | ✔️ |