#Market-risk
Showing 7 of 7 repositories tagged #market-risk, ranked by stars
OpenGamma
Strata
Open source analytics and market risk library from OpenGamma
Score
100
★ 947
⑂ 311
—
Java
hamaadshah
market_risk_gan_tensorflow
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
Score
0
★ 98
⑂ 43
—
Python
yatshunlee
CAViaR
Measure market risk by CAViaR model
Score
20
★ 16
⑂ 2
—
Jupyter Notebook
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.
Score
0
★ 15
⑂ 2
—
Python
mtouyaa
Python-for-MarketRisk
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
Score
80
★ 15
⑂ 8
—
Jupyter Notebook
TommasoBelluzzo
StrataXL
An Excel integration of OpenGamma Strata.
Score
40
★ 13
⑂ 4
—
VBA
craquinterogo
quantitative_finance
Testing Code abount quantitative finance algorithms
Score
60
★ 11
⑂ 5
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Jupyter Notebook