A Python Finance Library that focuses on the # and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
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Updated
Oct 7, 2024 - Jupyter Notebook
A Python Finance Library that focuses on the # and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.
A fixed income library for # bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Unofficial APIs for Investing.com website.
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CLI bond calculator that computes bond YTM, price, duration, and convexity.
Quantitative analysis of Fixed Income Securities, including bond # models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and # of various financial instruments in the distributed environment using QuantLib
Passive Cash Ideas
A web application for the overall performance of multiple portfolios with different financial instruments and currencies.
Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version
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