Showing 3 open source projects for "treasury"

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  • 1
    ThetaGang

    ThetaGang

    ThetaGang is an IBKR bot for collecting money

    ...For one, it's intended to be used to augment a typical index-fund-based portfolio with specific asset allocations. For example, you might want to use a 60/40 portfolio with SPY (S&P500 fund) and TLT (20-year treasury fund). This strategy reduces risk, but may also limit gains from big market swings. By reducing risk, one can increase leverage. ThetaGang will try to acquire your desired allocation of each stock or ETF according to the weights you specify in the config. To acquire the positions, the script will write puts when conditions are met.
    Downloads: 2 This Week
    Last Update:
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  • 2
    LakshmiDROP

    LakshmiDROP

    Fixed Income Analytics, Portfolio Construction, Asset Backed Cost

    DROP implements the model libraries and provides systems for fixed income valuation and adjustments, asset allocation and transaction cost analytics, and supporting libraries in numerical optimization and statistical learning. DROP is composed of four main libraries: [Asset Allocation] (https://lakshmidrip.github.io/DROP/AssetAllocationModule.html) [Fixed Income Analytics] (https://lakshmidrip.github.io/DROP/FixedIncomeModule.html) [Numerical Optimization]...
    Downloads: 3 This Week
    Last Update:
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  • 3
    A Java class library for developing financial analyses, with a focus on treasury and derivatives trades.
    Downloads: 0 This Week
    Last Update:
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