quantitative-methods topic
List
quantitative-methods repositories
SystemicRisk
145
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74
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A framework for systemic risk valuation and analysis.
HFMRD
15
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13
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A framework for detecting misreported returns in hedge funds.
BaselTools
17
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11
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A framework for estimating Basel IV capital requirements.
HistoricalVolatility
32
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15
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A framework for historical volatility estimation and analysis.
quant-finance
19
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8
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Open souce quantitative finance models and algorithms with tutorials
tidyreg
23
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0
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🎓 Tidy regression tools for academics
tidymlm
17
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0
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🎓 Tidy multilevel modeling tools for academics
tidysem
16
Stars
3
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🎓 Tidy SEM tools for academics