A framework for estimating Basel IV capital requirements.
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Updated
Jul 23, 2019 - MATLAB
A framework for estimating Basel IV capital requirements.
A .NET implementation of Initial Margin models.
A portfolio of financial instrument recommendations to the average investor regarding the allocation of one’s capital in constructing the optimal portfolio based on different degrees of risk aversion.
An Excel integration of OpenGamma Strata.
This repository presents an algorithm for analyzing financial instruments based on the correlation coefficient. The algorithm allows to calculate the degree of the relationship.
Smart contracts for implementing complex OTC instruments and related infrastructure
Financial Instruments encoded as Smart Contracts. 💰 🏦 📈 🌷 [Work In Progress]
Jupyter notebook examples using QuantLib.
IndicatorTS - Stock technical indicators and strategies in TypeScript for browser and server programs.
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Indicator is a Golang module providing various stock technical analysis indicators for trading.
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