-
Updated
Dec 3, 2018 - Jupyter Notebook
#
bonds
Here are 58 public repositories matching this topic...
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
python
finance
statistics
time-series
jupyter-notebook
pandas
economics
housing
econometrics
gdp
fx
gold
equities
inflation
federal-reserve
bonds
asset-pricing
interest-rates
employment
fecon236
A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.
forex
cryptocurrencies
fundamentals
stock-data
financial-data
yahoo-finance
bonds
mutual-funds
commodities
etfs
stock-quotes
-
Updated
Jul 9, 2021 - Python
Open
Documentation needed
2
rsvp
commented
Jun 19, 2018
So far we have relied largely on demonstrative notebooks
at https://github.com/rsvp/fecon235
The source code here at fecon236 is designed to be more
explicit than casual usage, so if you have experience in
setting up a nice documentation framework, please
kindly volunteer.
The current "docs" need a complete redo, one that starts from fresh eyes.
Nobody peeks at the source code unless t
A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
-
Updated
Nov 30, 2020 - Python
Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version
-
Updated
Sep 18, 2019 - Jupyter Notebook
Unofficial APIs for Investing.com website.
finance
investing
cryptocurrency
markets
currencies
stocks
bonds
finance-api
indices
etfs
investing-api
markets-api
-
Updated
Jul 1, 2021 - JavaScript
api
options
valuation
stocks
etf
stock-prices
financial-data
financial-analysis
equities
bonds
earnings
fundamental-analysis
financials
mutual-fund
etf-holdings
-
Updated
Dec 24, 2018 - JavaScript
Computation of bond value
bond
yield
maturity
bonds
bond-yield
bond-pricing-relative-value
bond-pricing
yield-estimation
bond-maturity
current-yield
bond-current-yield
bond-ytm
bond-yield-to-maturity
yield-to-maturity
bond-fair-value
bond-valuations
-
Updated
Nov 14, 2020 - Python
Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
python
finance
statistics
jupyter-notebook
pandas
economics
housing
gdp
fx
gold
equities
inflation
federal-reserve
income
bonds
asset-pricing
interest-rates
employment
time-series-econometrics
-
Updated
May 1, 2017 - Jupyter Notebook
A web application for the overall performance of multiple portfolios with different financial instruments and currencies.
java
angular
typescript
spring-boot
trading
financial
primeng
mariadb
stocks
bonds
investment-portfolio
-
Updated
Jul 30, 2021 - Java
Financial risks of bonds
data-science
r
mathematica
valuation
market-risk
bonds
fixed-income
value-at-risk
risk-management
collateral
credit-risk
-
Updated
Dec 11, 2018 - Mathematica
Bonds calculator for MOEX
-
Updated
May 11, 2021 - JavaScript
QLDDS - Data Distribution Service for QuantLib
c-plus-plus
options
curves
quantlib
equities
bonds
fixed-income
swaps
swaptions
options-pricing
interestrateswaps
-
Updated
Apr 28, 2021 - C++
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
-
Updated
Jun 8, 2021 - Python
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
-
Updated
Sep 11, 2017 - MATLAB
Code, mostly in R, for charts and analysis on our blog.
-
Updated
Jun 14, 2021 - HTML
Supporting code for UvA Masters of Quantitative Finance thesis in CDS/Bonds arbitrage trading
cds
vecm
financial-data
bonds
financial-markets
timeseries-analysis
vectorautoregressive
arbitrage-trading
cointegration-analysis
-
Updated
Jun 8, 2021 - Jupyter Notebook
Fixed income valuation with the Nelson-Siegel-Svensson term structure model and static spreads
-
Updated
Apr 22, 2021 - Go
SilverFir is a free web service for obtaining a list of bonds with with specified price, date, volume and liquidity on MICEX, Russia.
-
Updated
Jul 28, 2021 - JavaScript
This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.
-
Updated
Sep 16, 2017 - MATLAB
This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
price
call
bond
monte-carlo-simulation
bonds
barrier
bond-pricing
binomial-trees
knock-out
double-barrier
-
Updated
Sep 13, 2017 - MATLAB
Improve this page
Add a description, image, and links to the bonds topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the bonds topic, visit your repo's landing page and select "manage topics."
The new pep8 compliant branch of this project urgently needs unit tests.
There are already many tests under the golden folder.
What needs to be done is for someone to migrate tests from golden to units test format. A single test for each function would be a good start. There is already a test example that you can use as a guide.
Let me know if you need more information.