Showing 3 open source projects for "python tool"

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  • 1
    A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
    Downloads: 9 This Week
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  • 2
    PortOpt

    PortOpt

    A portfolio-optimizer using Markowitz(1952) mean-variance model

    PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference.
    Downloads: 0 This Week
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  • 3
    python enteprise integration framework project. Powerfull class library based on EAI patterns and a modeling and simulation tool.
    Downloads: 0 This Week
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