Popular repositories Loading

1. termstrc termstrc Public

   Forked from datarob/termstrc

   The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets. The implementation focuses on the cubic splines approach of…

   R

2. qrm qrm Public

   Forked from qrmtutorial/qrm

   qrm

   R 1

3. awesome-quant awesome-quant Public

   Forked from anselmoaraujo/awesome-quant

   A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

   1

4. PyPortfolioOpt PyPortfolioOpt Public

   Forked from robertmartin8/PyPortfolioOpt

   Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

   Jupyter Notebook 1

5. bvar_workspace bvar_workspace Public

6. bvar_forge bvar_forge Public

   repo to upload some scripts for review

   R 1