donaldor Goto Github PK
Type: User
donaldor's Projects
all-weather-for-noobs
Semi-automated investing strategy (risk parity)
barra-multiple-factor-risk-model
Barra-Multiple-factor-risk-model
barra-risk-model
a python module and user interface of a user-defined Barra risk model
barra_risk
A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.
blpapi-python-learninig
Bloomberg Python API
blpinterface
Python Bloomberg API and Pandas Wrapper
bond-calculator
CLI bond calculator that computes bond YTM, price, duration, and convexity.
bond-valuations
Computation of bond value
bond_pricer
101 bond pricer
capstone2018
Capstone project, Fixed Income Quantitative Trading
donald
for fun for professional
empyrial_for_learning
Portfolio Management Framework for risk and performance analysis 投资组合管理
empyrical_portfolio-calculation
Common financial risk and performance metrics. Used by zipline and pyfolio.
equity-risk-model
:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
fi_project
Fixed Income project
financepy-for-daily-study
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
fincomepy
Fixed income related calculations in Python
findatapy_data_grab
Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
fixed-income
Pricing examples for fixed income financial products
fixed-income---interest-rate-hedging
1. DV01 Hedging 2. Regression-based hedging 3. Keyrate Hedging 4. Optimization with Lowest Transaction Cost
fxincome_history
A project for Fixed Income asset(bond,irs,etc)
fxpy
A python library for modeling and analyzing fixed income securities
market_risk_gan_tensorflow_var
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
mth9881
Repository for MTH9881 - Fixed Income Risk Management
pandas_market_calendars
Exchange calendars to use with pandas for trading applications
public_fixed_income_all
Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
pyfair
Factor Analysis of Information Risk (FAIR) model written in Python.
pyportfolioopt_worth_learning
建立最优组合的代码，值得学习
pyrb_risk-budget-parity
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
python-fixedincome
A prototype module for fixed income calculation in Python
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