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Calculation Value at risk using R
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.
The estimation of VaR by using GARCH Model
Notes for Fastai Deep Learning Course
Design a model to compute all sorts of VaR of a portfolio(stocks and options) and backtest
In finance, quantitative analysts ensure portfolios are risk balanced, help find new trading opportunities, and evaluate asset prices using mathematical models.
This program contains a portfolio optimizing neural net, risk management stats, and correlations for the S&P 500, oil, bitcoin and more
historical research on momentum and fama-french factor returns, compared with custom risk managed portfolio returns data
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.
C++ Moving Average Implementation
Network analysis for authoritarian countries appearing in Panama Papers, 1990-2015
Create risk-efficient portfolios!
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.
Using machine learning technique, this python script calculates financial metrics and makes predictions on the S&P500 stock market index.
Exposure to Risk (ETR) measurement of household insurance portfolio using Value- at- Risk (VaR) method
The Panama Papers offshore leaks database in R
SML Project
Stock market predictions for the S&P 500, submitted by users of a financial forum.
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
C++ Stock Analyzer: Analyzes and ranks stocks based on their Moving Average Convergence Divergence (MACD)
Daily news for Stock market prediction
Mostly R and python based code for stock market prediction
This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.
Value at Risk estimation
Value at Risk Models Simulation and Comparison in R
Value at Risk: monte carlo simulation
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.