frmcalcs

frmcalcs

Geek Repo

Company:Consulting

Location:AU/NZ

Home Page:https://www.frmcalcs.com/app_frm/

Github PK Tool:Github PK Tool

frmcalcs's starred repositories

public-apis

A collective list of free APIs

Language:PythonLicense:MITStargazers:310041Issues:0Issues:0

Vasicek_CIR_HoLee_HullWhite_Models_Python

Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes

Language:Jupyter NotebookStargazers:43Issues:0Issues:0

FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Language:Jupyter NotebookLicense:GPL-3.0Stargazers:2034Issues:0Issues:0

curvy

The Smooth Forward Price Curve builder you never thought you needed

Language:Jupyter NotebookLicense:MITStargazers:17Issues:0Issues:0

opennempy

OpenNEM Australian Energy Data Python Client

Language:PythonStargazers:38Issues:0Issues:0

opennem

Energy market data access platform

Language:PythonLicense:MITStargazers:64Issues:0Issues:0

statsmodels

Statsmodels: statistical modeling and econometrics in Python

Language:PythonLicense:BSD-3-ClauseStargazers:9907Issues:0Issues:0

JuDGE.jl

An interface for solving a stochastic capacity expansion problem via a Dantzig-Wolfe decomposition algorithm

Language:JuliaLicense:NOASSERTIONStargazers:6Issues:0Issues:0
Language:JuliaLicense:NOASSERTIONStargazers:9Issues:0Issues:0

Synthetic-NEM-2000bus-Data

This repository contains the Matpower files of a synthetic network model for National Electricity Market (NEM) of Australia.

Language:MATLABLicense:CC-BY-4.0Stargazers:21Issues:0Issues:0

Stochastic-Volatility-Model-Calibration

Calibration of Heston Model, Local Heston Model, Rough Bergomi Model (Deep Calibration)

Language:Jupyter NotebookStargazers:3Issues:0Issues:0

rough_bergomi

A Python implementation of the rough Bergomi model.

Language:Jupyter NotebookLicense:MITStargazers:107Issues:0Issues:0

StochasticLocalVolatilityModels

Stochastic local volatility model calibration

Language:PythonStargazers:12Issues:0Issues:0

LSV-SabrModel

Testing the Local-Stochastic volatility model for forward rates following Bang 2018

Language:PythonStargazers:5Issues:0Issues:0

vanilla-option-pricing

Stochastic models to price financial options

Language:PythonLicense:MITStargazers:24Issues:0Issues:0
Language:PythonStargazers:7Issues:0Issues:0

OpenBB

Investment Research for Everyone, Everywhere.

Language:PythonLicense:NOASSERTIONStargazers:27281Issues:0Issues:0

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

Language:PythonLicense:Apache-2.0Stargazers:4420Issues:0Issues:0

django-unicorn

The magical reactive component framework for Django ✨

Language:PythonLicense:MITStargazers:2306Issues:0Issues:0

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

Language:Jupyter NotebookLicense:AGPL-3.0Stargazers:5470Issues:0Issues:0

django-tables2

django-tables2 - An app for creating HTML tables

Language:PythonLicense:NOASSERTIONStargazers:1837Issues:0Issues:0

hzswitch

A Rhythmbox-Plugin which allows to change music from 440Hz to 432Hz on the fly to enhance classical music.

Language:PythonLicense:GPL-3.0Stargazers:8Issues:0Issues:0

pysabr

SABR model Python implementation

Language:Jupyter NotebookLicense:MITStargazers:453Issues:0Issues:0

snipping-tool

Snipping tool in Python

Language:PythonStargazers:83Issues:0Issues:0

SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

Language:JuliaLicense:NOASSERTIONStargazers:291Issues:0Issues:0

devdocs

API Documentation Browser

Language:RubyLicense:MPL-2.0Stargazers:34792Issues:0Issues:0

cryptocompy

Simple Python 3 wrapper for the public CryptoCompare API.

Language:PythonLicense:MITStargazers:81Issues:0Issues:0

Time-series---deep-learning---state-of-the-art

Scientific time series and deep learning state of the art

Stargazers:282Issues:0Issues:0

ccxt

A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

Language:PythonLicense:MITStargazers:32253Issues:0Issues:0

tribeca

A high frequency, market making cryptocurrency trading platform in node.js

Language:TypeScriptLicense:NOASSERTIONStargazers:3984Issues:0Issues:0