A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
翻译 - 一个Python金融库,专注于金融衍生产品(包括固定收益,股票,外汇和信用衍生产品)的定价和风险管理。
#时序数据库#Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX ...
A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasu...
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction wit...
#时序数据库#Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Python client library to download historical data from finam.ru
#区块链#A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
CLI bond calculator that computes bond YTM, price, duration, and convexity.
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
A web application for the overall performance of multiple portfolios with different financial instruments and currencies.
A web application for the overall performance of multiple portfolios with different financial instruments and currencies.
Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version