Repositories list

• Curvy-CUSIPs-fork

  Public
  Fork of CurvyCUSIPs

  Jupyter Notebook

  •

  MIT License

  •13•0•0•0•Updated Dec 15, 2024Dec 15, 2024

• bsic_hephaestus_paper

  Public
  Jupyter Notebook

  •0•3•0•0•Updated Jun 21, 2024Jun 21, 2024

• bsic-systematic-credit

  Public
  Repository for the BSIC Systematic Credit Article

  Jupyter Notebook

  •0•0•0•0•Updated May 12, 2024May 12, 2024

• PairsTradingGLASSO

  Public
  Jupyter Notebook

  •0•1•0•0•Updated Feb 23, 2023Feb 23, 2023

• Pairs-Trading-Backtesting

  Public
  Pairs trading backtesting enviroment built with Python.

  Jupyter Notebook

  •4•14•1•0•Updated May 8, 2022May 8, 2022

• VaR

  Public
  Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.

  Python

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  GNU General Public License v3.0

  •18•40•2•0•Updated Mar 10, 2017Mar 10, 2017

• StockInfo

  Public
  Shiny app, built with Quantmod in R to provide easy access to essential financial data.

  R

  •

  GNU General Public License v3.0

  •1•1•0•0•Updated Apr 26, 2016Apr 26, 2016