Ecosyste.ms: Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: optimal-execution

lakshmiDRIP/DRIP

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Language: Java - Size: 727 MB - Last synced: 2 days ago - Pushed: over 5 years ago - Stars: 53 - Forks: 23

ArtemySazonov/CurrencyMarketMaking

Repository of the 'Currency Market Making' Student Lab

Language: Jupyter Notebook - Size: 6.05 MB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 0 - Forks: 0

lakshmiDRIP/DROP-Asset-Allocation

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

Language: CSS - Size: 529 KB - Last synced: about 1 year ago - Pushed: over 5 years ago - Stars: 10 - Forks: 7

shehio/Computational-Finance

Language: MATLAB - Size: 15.6 KB - Last synced: over 1 year ago - Pushed: over 4 years ago - Stars: 10 - Forks: 3

Related Keywords
optimal-execution 4 asset-allocation 2 portfolio-construction 2 almgren-chriss 2 mean-variance-optimization 1 multi-period-portfolio-optimization 1 optimal-dynamic-portfolio 1 optimal-transaction 1 principal-program-trades 1 stochastic-liquidity-volatility 1 transaction-cost 1 bootstrapping-statistics 1 computational-finance 1 financial-economics 1 financial-engineering 1 markowitz-portfolio 1 modern-portfolio-theory 1 monte-carlo 1 monte-carlo-integration 1 monte-carlo-sampling 1 monte-carlo-simulation 1 optimal-control 1 stochastic-optima 1 yield-curve 1 bond 1 curve-construction 1 cva 1 dva 1 execution-cost-analytics 1 fixed-income 1 pnl 1 risk 1 transaction-cost-analytics 1 xva-metrics 1 algorithmic-trading 1 vega-institute-foundation 1 black-litterman 1 constrained-portfolio-optimization 1 drip 1 drip-asset-allocation 1 factor-models 1 idzorek 1 java 1 market-impact-models 1