A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
- risk
- pricing
- risk-management
- asset-allocation
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A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quantitative analysis, strategies and backtests
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn