data-transformations topic

List data-transformations repositories

FinancePy

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A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

zingg

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Scalable identity resolution, entity resolution, data mastering and deduplication using ML

datagene

192
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DataGene - Identify How Similar TS Datasets Are to One Another (by @firmai)

DROP

110
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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

DRIP

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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

flowman

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Flowman is an ETL framework powered by Apache Spark. With its declarative approach, Flowman simplifies the development of complex data pipelines.

bond_pricer

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Python class and jupyter iPython notebook for pricing a fixed coupon bond

DROP-Fixed-Income

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DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valua...

TreasuryFutureTrading

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A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change