Beast code in Giters

oronimbus's repositories

Implements different approaches to tactical and strategic asset allocation

Language:Jupyter NotebookMIT22 2 3

Hull-White 1/2 Factor Dynamics

Language:Python10 2 2

A lean package to estimate financial asset betas

Language:Jupyter NotebookMIT900

A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.

Language:Jupyter NotebookMIT7 20

Trade Sizing Technique using EVT CVaR

Language:Jupyter NotebookMIT4 10

Statsmodels: statistical modeling and econometrics in Python

Language:PythonBSD-3-Clause100

Downloads materials from CQF portal.

Language:Python000

various tutorials

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