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 Notebook7 2 01
drawdown-control
Trade Sizing Technique using EVT CVaR
Language:Jupyter Notebook4 1 01
HW1F-HW2F
Hull-White 1/2 Factor Dynamics
Language:Python11 2 26
notes
various tutorials
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 Notebook25 2 37
statsmodels
Statsmodels: statistical modeling and econometrics in Python
Language:Python10k 282 5.4k2.9k

oronimbus's Repositories

oronimbus/tactical-asset-allocation
Implements different approaches to tactical and strategic asset allocation
Language:Jupyter Notebook25 2 37
oronimbus/HW1F-HW2F
Hull-White 1/2 Factor Dynamics
Language:Python11 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 Notebook7 2 01
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
00