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  1. BSIC/VaR BSIC/VaR Public

    Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Hist…

    Python 39 18

  2. VaR VaR Public

    Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Hist…

    Python 1 2

  3. marketdata marketdata Public

    Utils to access and store financial markets data from different providers.

    Python

  4. technicals technicals Public

    Techinal indicators

    Python