Python toolkit for quantitative finance
- gs-quant
- goldman-sachs
- risk-management
- trading-strategies
Repository Index
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High-performance TensorFlow library for quantitative finance.
Performance analysis of predictive (alpha) stock factors
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
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
- asset-allocation
- portfolio
- portfolio-optimization
- quantitative-finance
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
Common financial risk and performance metrics. Used by zipline and pyfolio.
Portfolio optimization with deep learning.
- deep-learning
- portfolio-optimization
- finance
- machine-learning
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
- fat-tails
- finance
- kurtosis
- market-simulation