Topic: "risk-management"
goldmansachs/gs-quant
Python toolkit for quantitative finance
Language: Jupyter Notebook - Size: 24.9 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 9,620 - Forks: 1,258
microsoft/Security-101
8 Lessons, Kick-start Your Cybersecurity Learning.
Language: HTML - Size: 218 MB - Last synced at: 15 days ago - Pushed at: 17 days ago - Stars: 5,986 - Forks: 793
JerBouma/FinanceToolkit
Transparent and Efficient Financial Analysis
Language: Python - Size: 240 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 4,179 - Forks: 479
intuitem/ciso-assistant-community
CISO Assistant is a one-stop-shop GRC platform for Risk Management, AppSec, Compliance & Audit, TPRM, Privacy, and Reporting. It supports 100+ global frameworks with automatic control mapping, including ISO 27001, NIST CSF, SOC 2, CIS, PCI DSS, NIS2, DORA, GDPR, HIPAA, CMMC, and more.
Language: Python - Size: 178 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 3,447 - Forks: 563
momosecurity/aswan
陌陌风控系统静态规则引擎,零基础简易便捷的配置多种复杂规则,实时高效管控用户异常行为。
Language: Python - Size: 2.32 MB - Last synced at: 7 months ago - Pushed at: over 4 years ago - Stars: 3,023 - Forks: 831
domokane/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Language: Jupyter Notebook - Size: 110 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 2,593 - Forks: 368
letianzj/QuantResearch
Quantitative analysis, strategies and backtests
Language: Jupyter Notebook - Size: 25.7 MB - Last synced at: 7 months ago - Pushed at: over 2 years ago - Stars: 2,526 - Forks: 520
ballerine-io/ballerine
Open-source infrastructure and data orchestration platform for risk decisioning
Language: TypeScript - Size: 132 MB - Last synced at: about 1 month ago - Pushed at: about 2 months ago - Stars: 2,317 - Forks: 264
cyb3rxp/awesome-soc
A collection of sources of documentation, as well as field best practices, to build/run a SOC
Size: 20.7 MB - Last synced at: 17 days ago - Pushed at: 21 days ago - Stars: 1,590 - Forks: 247
tern-tools/tern
Tern is a software composition analysis tool and Python library that generates a Software Bill of Materials for container images and Dockerfiles. The SBOM that Tern generates will give you a layer-by-layer view of what's inside your container in a variety of formats including human-readable, JSON, HTML, SPDX and more.
Language: Python - Size: 6.61 MB - Last synced at: 3 months ago - Pushed at: almost 2 years ago - Stars: 1,003 - Forks: 190
Arudjreis/awesome-security-GRC
Curated list of resources for security Governance, Risk Management, Compliance and Audit professionals and enthusiasts (if they exist).
Size: 120 KB - Last synced at: 7 days ago - Pushed at: 4 months ago - Stars: 953 - Forks: 173
risk-first/website
Risk-First Software Development
Language: JavaScript - Size: 833 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 733 - Forks: 54
Threagile/threagile
Agile Threat Modeling Toolkit
Language: Go - Size: 12.3 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 711 - Forks: 156
codez0mb1e/resistance
Pre-crisis Risk Management for Personal Finance
Language: Jupyter Notebook - Size: 3.3 MB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 616 - Forks: 37
skyhackvip/risk_engine
天网决策引擎系统
Language: Go - Size: 2.49 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 544 - Forks: 187
center-for-threat-informed-defense/attack-control-framework-mappings 📦
🚨ATTENTION🚨 The NIST 800-53 mappings have migrated to the Center’s Mappings Explorer project. See README below. This repository is kept here as an archive.
Language: Python - Size: 53.3 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 469 - Forks: 87
veeral-patel/awesome-risk-quantification
A collection of awesome projects, blog posts, books, and talks on quantifying risk
Size: 7.81 KB - Last synced at: 2 months ago - Pushed at: over 5 years ago - Stars: 459 - Forks: 19
vitalka14101996/Crypto-Project-Liquidity-Boost-Bot
Boost Your Token's Liquidity and Trading Volume with a Customizable Cross-Chain Market Making. Our market making bot operates across all blockchains and supports all exchanges, giving you access to any trading pair with minimal spread. Tailor the bot to your unique needs and maximize your profits.
Language: C# - Size: 406 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 419 - Forks: 1
VivekPa/OptimalPortfolio
An open source library for portfolio optimisation
Language: Python - Size: 7.31 MB - Last synced at: 8 months ago - Pushed at: almost 2 years ago - Stars: 360 - Forks: 93
attack68/rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
Language: Python - Size: 32.2 MB - Last synced at: about 5 hours ago - Pushed at: about 21 hours ago - Stars: 302 - Forks: 56
usnistgov/PrivacyEngCollabSpace
Privacy Engineering Collaboration Space
Language: Python - Size: 25.1 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 264 - Forks: 139
dogoncouch/LogESP
Open Source SIEM (Security Information and Event Management system).
Language: Python - Size: 2.34 MB - Last synced at: 5 months ago - Pushed at: over 2 years ago - Stars: 217 - Forks: 68
bluewave-labs/verifywise
Complete AI governance platform with support for ISO 42001, ISO 27001, NIST AI RMF and EU AI Act. Join our Discord channel: https://discord.com/invite/d3k3E4uEpR
Language: TypeScript - Size: 183 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 193 - Forks: 73
jialuechen/torchquant
PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators
Language: Python - Size: 2.75 MB - Last synced at: 22 days ago - Pushed at: 5 months ago - Stars: 186 - Forks: 28
lifelib-dev/lifelib
Python package of actuarial models, tools, examples and learning materials.
Language: Jupyter Notebook - Size: 31 MB - Last synced at: 23 days ago - Pushed at: 25 days ago - Stars: 176 - Forks: 50
TommasoBelluzzo/SystemicRisk
A framework for financial systemic risk valuation and analysis.
Language: MATLAB - Size: 86.9 MB - Last synced at: 2 months ago - Pushed at: about 3 years ago - Stars: 176 - Forks: 79
mplspunk/awesome-privacy-engineering
A curated list of resources related to privacy engineering
Size: 513 KB - Last synced at: 24 days ago - Pushed at: over 1 year ago - Stars: 170 - Forks: 32
davidski/evaluator
⚖Open Source Toolkit for Quantitative Risk Assessment
Language: R - Size: 76.4 MB - Last synced at: 8 months ago - Pushed at: about 3 years ago - Stars: 168 - Forks: 38
WLM1ke/poptimizer
Оптимизация долгосрочного портфеля акций
Language: Python - Size: 59.7 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 163 - Forks: 33
fortitudo-tech/pcrm-book
Portfolio Construction and Risk Management book's Python code.
Language: Jupyter Notebook - Size: 34.8 MB - Last synced at: 28 days ago - Pushed at: 28 days ago - Stars: 154 - Forks: 44
z4ir3/finance-courses
Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)
Language: Jupyter Notebook - Size: 19.2 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 147 - Forks: 111
differential-machine-learning/notebooks
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
Language: Jupyter Notebook - Size: 51.6 MB - Last synced at: 3 months ago - Pushed at: over 3 years ago - Stars: 144 - Forks: 52
BDFD-Learning-Ground/Coursera_Google-Project-Management-Professional-Certificate
Descritpion Template Quizzes & Assignment Solutions for Google Project Management on Coursera. Also included a few resources on side that I found helpful.
Size: 50.6 MB - Last synced at: 7 months ago - Pushed at: over 2 years ago - Stars: 127 - Forks: 42
fumitoh/modelx
Use Python like a spreadsheet!
Language: Python - Size: 4.3 MB - Last synced at: 16 days ago - Pushed at: 18 days ago - Stars: 113 - Forks: 27
MBKraus/Python_Portfolio__VaR_Tool
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
Language: Python - Size: 1.27 MB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 104 - Forks: 35
naenumtou/ifrs9
The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.
Language: Jupyter Notebook - Size: 32.7 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 102 - Forks: 44
Nebo15/gandalf.api
Open-Source Decision Engine and Scoring Table for Big-Data.
Language: PHP - Size: 1.23 MB - Last synced at: 2 months ago - Pushed at: almost 8 years ago - Stars: 101 - Forks: 47
kindlyops/havengrc 📦
☁️Haven GRC - easier governance, risk, and compliance 👨⚕️👮♀️🦸♀️🕵️♀️👩🔬
Language: JavaScript - Size: 158 MB - Last synced at: 12 months ago - Pushed at: over 4 years ago - Stars: 98 - Forks: 21
XTeam-Wing/X-Marshal
Marshal-EASM 攻击面管理系统-社区版
Size: 22.5 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 89 - Forks: 3
mikinty/Trading-Curriculum
Curating resources for learning how to trade
Size: 78.1 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 87 - Forks: 15
SAP-samples/cloud-cap-risk-management 📦
The SAP Risk Management example applications show how to deploy a CAP (SAP Cloud Application Programming model) application to Cloud Foundry and Kyma.
Language: CAP CDS - Size: 11.7 MB - Last synced at: 8 months ago - Pushed at: almost 2 years ago - Stars: 77 - Forks: 96
varchashva/vPrioritizer
vPrioritizer enables us to understand the contextualized risk (vPRisk) on asset-vulnerability relationship level across the organization, for teams to make more informed decision about what (vulnerability/ties) they should remediate (or can afford not to) and on which (asset/s)
Language: CSS - Size: 1.17 MB - Last synced at: 2 months ago - Pushed at: 6 months ago - Stars: 69 - Forks: 10
jaschadub/VectorSmuggle
Testing platform for covert data exfiltration techniques where sensitive documents are embedded into vector representations and tunneled out under the guise of legitimate RAG operations — bypassing traditional security controls and evading detection through semantic obfuscation.
Language: Python - Size: 3.23 MB - Last synced at: 2 months ago - Pushed at: 5 months ago - Stars: 68 - Forks: 3
UnicisTech/unicis-platform-ce
A modern, all-in-one Governance, Risk & Compliance (GRC) solution designed for privacy, security, and compliance teams. As an open-source alternative to Vanta and Drata, this platform empowers teams with full control, flexibility, and transparency—no vendor lock-in, just powerful compliance automation and risk management tailored to your needs.
Language: TypeScript - Size: 9.22 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 59 - Forks: 40
mynl/aggregate
Tools for creating and working with aggregate probability distributions.
Language: Python - Size: 71.6 MB - Last synced at: 16 days ago - Pushed at: 2 months ago - Stars: 58 - Forks: 12
oracuk/oisru
Repository for the Open Information Security Risk Universe
Language: Shell - Size: 22.4 MB - Last synced at: almost 3 years ago - Pushed at: over 3 years ago - Stars: 58 - Forks: 10
rcalxrc08/FinancialToolbox.jl
Useful functions for Black–Scholes Model in the Julia Language
Language: Julia - Size: 2.05 MB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 52 - Forks: 11
wravoc/harden-freebsd
Updated for 14.0. A half days worth of work can be done in seconds, with comprehensive logging, togglable secure/performance settings, and backups. Implements a broad, time-tested, thoroughly researched, cohesive group of hardening settings for FreeBSD. Any directive can be set, re-set, for administering, tuning, jails. Verify in /vendor.
Language: Python - Size: 13.8 MB - Last synced at: 3 months ago - Pushed at: over 1 year ago - Stars: 48 - Forks: 8
gaugau3000/mc_sim_fin
Montecarlo simulations/analysis for finance (equity simulator)
Language: Python - Size: 703 KB - Last synced at: 21 days ago - Pushed at: over 2 years ago - Stars: 48 - Forks: 9
open-risk/equinox
Equinox is an open source platform that supports the holistic risk management of sustainable finance projects
Language: JavaScript - Size: 6.76 MB - Last synced at: 2 days ago - Pushed at: 5 days ago - Stars: 45 - Forks: 16
yegor256/awesome-risks
Sample Risks for a Software Project
Size: 9.77 KB - Last synced at: 2 months ago - Pushed at: 4 months ago - Stars: 44 - Forks: 6
intuitem/mira-community 📦
Mira - Risk Management Platform - Community Edition
Size: 5.66 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 44 - Forks: 4
alvarolanga/EthPilot-AI-Ethereum-Trading-Bot
Autonomous AI trading bot for Ethereum: on-chain/market features, backtesting, paper trading, and safe DEX execution (Uniswap v3, etc.).
Language: JavaScript - Size: 12.9 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 43 - Forks: 19
Footballotter/Trading-GPT
TradeGPT is an intelligent trading bot built with ChatGPT and AI to automate and optimize trading strategies. It analyzes market data, predicts trends, and executes trades in real-time, providing traders with tools to enhance efficiency and profitability.
Size: 18.8 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 43 - Forks: 19
open-risk/openRiskScore
A python framework for risk scoring
Language: Python - Size: 112 KB - Last synced at: 9 months ago - Pushed at: about 1 year ago - Stars: 41 - Forks: 9
ClintDyz/Trade-Bot-
Size: 1.95 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 41 - Forks: 0
coorung/Finance-World
Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
Language: Jupyter Notebook - Size: 5.54 MB - Last synced at: over 1 year ago - Pushed at: almost 6 years ago - Stars: 41 - Forks: 5
datudar/equity-risk-model
:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
Language: Python - Size: 50.8 KB - Last synced at: 5 months ago - Pushed at: over 7 years ago - Stars: 41 - Forks: 18
getprobo/awesome-compliance
A curated list of tools, frameworks, and resources for IT compliance, security standards, and regulatory requirements
Size: 78.1 KB - Last synced at: 11 days ago - Pushed at: 4 months ago - Stars: 39 - Forks: 13
open-source-modelling/insurance_python
All Python algorithms published by Open Source Modelling in one place.
Language: Jupyter Notebook - Size: 52.8 MB - Last synced at: 6 months ago - Pushed at: 8 months ago - Stars: 38 - Forks: 5
davidski/collector
⚖Open Source Toolkit for Conducting Quantitative Risk Assessment Interviews
Language: R - Size: 844 KB - Last synced at: 2 months ago - Pushed at: almost 2 years ago - Stars: 37 - Forks: 10
ethansilvas/google-cybersecurity
Projects, notes, and write-ups I have done while completing the Google Cybersecurity Certificate
Language: Jupyter Notebook - Size: 5.13 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 37 - Forks: 18
The-Swarm-Corporation/Volara
An open source risk-management tool built for stock and security risk analysis
Language: Python - Size: 2.19 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 35 - Forks: 12
bbcho/risktools-dev
Risk tools for commodities trading and finance
Language: Jupyter Notebook - Size: 46.8 MB - Last synced at: 3 months ago - Pushed at: 7 months ago - Stars: 35 - Forks: 5
salimt/Finance-and-Risk-Management-Algorithms
applications for risk management through computational portfolio construction methods
Language: Jupyter Notebook - Size: 13.4 MB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 32 - Forks: 10
risktoollib/RTL
R package for commodities and finance analytics. Sister python package details below.
Language: R - Size: 184 MB - Last synced at: 29 days ago - Pushed at: 3 months ago - Stars: 31 - Forks: 8
patrick-t98/quantitative-finance-notebooks
A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
Language: Jupyter Notebook - Size: 6.02 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 30 - Forks: 4
ailzy/RISKIM
Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
Language: Jupyter Notebook - Size: 3.53 MB - Last synced at: 7 months ago - Pushed at: almost 9 years ago - Stars: 30 - Forks: 14
blacklanternsecurity/enter_the_matrix
ETM enables the creation of detailed attack graphs and figures while calculating the risk associated with your attack narratives. ETM was built keeping NIST recommendations on threat matrices in mind. Features an API to interact on your data to act as a living database of your executed threat models.
Language: C# - Size: 17.6 MB - Last synced at: 23 days ago - Pushed at: almost 3 years ago - Stars: 26 - Forks: 8
differential-machine-learning/appendices
Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production
Size: 3.74 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 26 - Forks: 12
nikitavorobie/MultiVault
Multi‑vault treasury OS for Base that manages many segmented vaults, roles and policies under a single upgradeable controller.
Language: Solidity - Size: 149 KB - Last synced at: 24 days ago - Pushed at: 26 days ago - Stars: 25 - Forks: 5
keithmccammon/cybersecurity-models
A collection of models for organizing, prioritizing, and understanding cybersecurity and information risk management concepts.
Size: 17.6 KB - Last synced at: 2 days ago - Pushed at: over 1 year ago - Stars: 25 - Forks: 3
meenmo/ISDA_SIMM
Implementation of ISDA SIMM v2.3~2.6
Language: Python - Size: 65.4 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 24 - Forks: 14
mawg0ud/VulnVortex
Advanced Network Vulnerability Scanner
Language: Python - Size: 158 KB - Last synced at: 9 months ago - Pushed at: about 1 year ago - Stars: 24 - Forks: 4
TommasoBelluzzo/BaselTools
A framework for estimating Basel IV capital requirements.
Language: MATLAB - Size: 3.23 MB - Last synced at: 2 months ago - Pushed at: over 6 years ago - Stars: 24 - Forks: 11
yegor256/0rsk
Online Risk Manager
Language: Ruby - Size: 1.8 MB - Last synced at: 2 days ago - Pushed at: 6 days ago - Stars: 23 - Forks: 3
sleire/etrm
etrm: Energy Trading and Risk Management in R
Language: R - Size: 832 KB - Last synced at: almost 3 years ago - Pushed at: almost 3 years ago - Stars: 23 - Forks: 8
O-X-L/risk-db
IP-Abuse Reporting System & IP/Network/ASN Risk-Databases
Language: Python - Size: 33.9 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 22 - Forks: 4
AI4Finance-Foundation/Risk-Management-using-Deep-Learning-for-Midterm-Stock-Prediction-KDD-2019
Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.
Language: Jupyter Notebook - Size: 53.5 MB - Last synced at: 7 months ago - Pushed at: over 5 years ago - Stars: 22 - Forks: 19
blaahhrrgg/equity-risk-model
Attribution and optimisation using a multi-factor equity risk model.
Language: Jupyter Notebook - Size: 1.19 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 21 - Forks: 5
JuliaActuary/Learn
Examples and Tutorials using JuliaActuary packages.
Language: HTML - Size: 12.8 MB - Last synced at: 3 months ago - Pushed at: 8 months ago - Stars: 20 - Forks: 6
nautechsystems/NautilusCSharp 📦
The open-core for enterprise-grade algorithmic trading infrastructure
Language: C# - Size: 9.91 MB - Last synced at: almost 3 years ago - Pushed at: over 4 years ago - Stars: 20 - Forks: 7
skacem/Investment-Management-with-Python-and-ML-Specialization
Coursera Specialization Courses about Investment Management with Python and Machine Learning
Language: Jupyter Notebook - Size: 8.17 MB - Last synced at: 3 months ago - Pushed at: over 4 years ago - Stars: 20 - Forks: 7
siddharthqs/RustyQLib
RustyQlib: A quant library for derivative pricing and quantitative finance
Language: Rust - Size: 6.99 MB - Last synced at: 27 days ago - Pushed at: 10 months ago - Stars: 19 - Forks: 3
Hack23/ISMS-PUBLIC
Hack23 Public Information Security Management System:Security Through Transparency and Open Documentation Demonstrating Security Excellence Through Public ISMS Disclosure
Size: 1.3 MB - Last synced at: 3 days ago - Pushed at: about 1 month ago - Stars: 18 - Forks: 4
Reckziegel/FFP
Fully Flexible Probabilities for Stress-Testing and Portfolio Construction
Language: R - Size: 14.5 MB - Last synced at: 3 months ago - Pushed at: over 3 years ago - Stars: 18 - Forks: 3
ChenTaHung/Monotonic-Optimal-Binning
Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical variables.
Language: Python - Size: 19.9 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 17 - Forks: 2
rapmd73/fwoba
Frequency Weighted OrderBook Analysis
Language: Python - Size: 36.1 MB - Last synced at: 3 months ago - Pushed at: about 2 years ago - Stars: 17 - Forks: 10
shivanshsinghal107/Investment-Portfolio
A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance
Language: HTML - Size: 21.5 MB - Last synced at: 2 months ago - Pushed at: over 2 years ago - Stars: 17 - Forks: 5
joshua-m-connors/cyber-incident-mcmc-pymc
Code that implements Factor Analysis of Information Risk (FAIR) using Markov Chain Monte Carlo (via PyMC) to determine the frequency of successful attacks.
Language: Python - Size: 202 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 16 - Forks: 2
Sinbad-The-Sailor/Abacus
Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
Language: Jupyter Notebook - Size: 6.91 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 15 - Forks: 2
XiaoyuQian829/XQRiskCore-open
XQRiskCore is a governance-grade risk control engine for trading — with unified trade approval, structured audit logging, role-based access control, and multi-layer enforcement.
Language: Python - Size: 12.6 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 14 - Forks: 2
sujaytalesara/Predictive-Analytics
Building an PD, LGD and EAD Model for Financial Modeling.
Language: Jupyter Notebook - Size: 4.37 MB - Last synced at: 8 months ago - Pushed at: about 2 years ago - Stars: 14 - Forks: 7
SebastienEveno/exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Language: Python - Size: 160 KB - Last synced at: 4 months ago - Pushed at: about 2 years ago - Stars: 14 - Forks: 0
chicago-joe/Risk-Modeling-for-Volatility-Dispersion-Trades
Language: R - Size: 8.87 MB - Last synced at: 15 days ago - Pushed at: over 3 years ago - Stars: 14 - Forks: 9
camilo-rojas/robotRay
robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. With backtrading and automated notiifcations.
Language: Python - Size: 6.29 MB - Last synced at: 5 months ago - Pushed at: over 4 years ago - Stars: 14 - Forks: 8
r-brown/GammaLedger
Master your trading performance by analyzing results, tracking portfolio dynamics, and optimizing options strategies for continuous improvement.
Language: JavaScript - Size: 10.6 MB - Last synced at: 5 days ago - Pushed at: 8 days ago - Stars: 13 - Forks: 0
auto-differentiation/xad-py
High-Performance Automatic Differentiation for Python
Language: Python - Size: 157 KB - Last synced at: 5 months ago - Pushed at: over 1 year ago - Stars: 13 - Forks: 1
FinancialDSL/FinancialDSL.jl
DSL for Financial Contracts.
Language: Julia - Size: 229 KB - Last synced at: 8 months ago - Pushed at: almost 3 years ago - Stars: 13 - Forks: 0
TommasoBelluzzo/StrataXL
An Excel integration of OpenGamma Strata.
Language: VBA - Size: 27.4 MB - Last synced at: 2 months ago - Pushed at: over 4 years ago - Stars: 13 - Forks: 4