oronimbus

UK

Pinned Repositories

cqf-downloader
Downloads materials from CQF portal.
Language:Python0 0 00
curve-bootstrapper
A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.
Language:Jupyter Notebook8 2 02
drawdown-control
Trade Sizing Technique using EVT CVaR
Language:Jupyter Notebook4 1 01
HW1F-HW2F
Hull-White 1/2 Factor Dynamics
Language:Python12 2 26
notes
various tutorials
0 1 00
pybeta
A lean package to estimate financial asset betas
Language:Jupyter Notebook9 1 00
statsmodels
Statsmodels: statistical modeling and econometrics in Python
Language:Python1 0 00
tactical-asset-allocation
Implements different approaches to tactical and strategic asset allocation
Language:Jupyter Notebook27 2 47
statsmodels
Statsmodels: statistical modeling and econometrics in Python
Language:Python10.3k 287 5.5k3.1k

oronimbus's Repositories

oronimbus/tactical-asset-allocation
Implements different approaches to tactical and strategic asset allocation
Language:Jupyter Notebook27 2 47
oronimbus/HW1F-HW2F
Hull-White 1/2 Factor Dynamics
Language:Python12 2 26
oronimbus/pybeta
A lean package to estimate financial asset betas
Language:Jupyter Notebook9 1 00
oronimbus/curve-bootstrapper
A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.
Language:Jupyter Notebook8 2 02
oronimbus/drawdown-control
Trade Sizing Technique using EVT CVaR
Language:Jupyter Notebook4 1 01
oronimbus/statsmodels
Statsmodels: statistical modeling and econometrics in Python
Language:Python1 0 00
oronimbus/cqf-downloader
Downloads materials from CQF portal.
Language:Python0 0 00
oronimbus/notes
various tutorials
0 1 00