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bank_var

Calculation Value at risk using R

dse10yr

This R package contains functions and datasets to support time series analysis for companies traded in the Dhaka Stock Exchange. The functions can be used to calculate daily and continuously compounded returns, value of $1 invested, Value at Risk, Moving Averages for all companies traded between 2005 and 2015.

estimation-of-value-at-risk-for-csi-300-index-via-nonlinear-garch-model

The estimation of VaR by using GARCH Model

fastai_deeplearn_part1

Notes for Fastai Deep Learning Course

financial-risk-management

Design a model to compute all sorts of VaR of a portfolio(stocks and options) and backtest

financial_modeling

In finance, quantitative analysts ensure portfolios are risk balanced, help find new trading opportunities, and evaluate asset prices using mathematical models.

livemarketai

This program contains a portfolio optimizing neural net, risk management stats, and correlations for the S&P 500, oil, bitcoin and more

momentum

historical research on momentum and fama-french factor returns, compared with custom risk managed portfolio returns data

moving-avarage-filter--arduino-library-

A moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter (FIR) used to analyze a set of datum points by creating a series of averages of different subsets of the full data set.

movingaverage

C++ Moving Average Implementation

panama-papers

Network analysis for authoritarian countries appearing in Panama Papers, 1990-2015

portfolio_optimization

Create risk-efficient portfolios!

portfoliooptimization

This program helps a user optimize investment asset allocation by maximizing expected return for a particular level of risk. The application is most helpful to users with a basic knowledge of principles of asset allocation/ diversification covered in Modern Portfolio Theory.

predicting-the-stock-market

Using machine learning technique, this python script calculates financial metrics and makes predictions on the S&P500 stock market index.

risk_-var-measurement-of-household-insurance-portfolio

Exposure to Risk (ETR) measurement of household insurance portfolio using Value- at- Risk (VaR) method

rpanama

The Panama Papers offshore leaks database in R

stock-market-prediction---sentiments-analysis-in-r

stock-market-prediction-using-machine-learning

SML Project

stock-predictions

Stock market predictions for the S&P 500, submitted by users of a financial forum.

stockmarketrelate

A stock market prediction project that predicts S&P 500 index stock prices based on the stock markets of the major financial index of the world. The code is in python with the main file being stock.py

stocks

C++ Stock Analyzer: Analyzes and ranks stocks based on their Moving Average Convergence Divergence (MACD)

textmodel4stocks

Daily news for Stock market prediction

trading_algorithms

Mostly R and python based code for stock market prediction

value-at-risk

value-at-risk-calculator

This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.

value-at-risk-system

var

Value at Risk estimation

var-1

var-estimation

Value at Risk Models Simulation and Comparison in R

var-monte-carlo

Value at Risk: monte carlo simulation