Skip to content
#

risk-management

Star

Here are 217 public repositories matching this topic...

Language: All
Filter by language
All 217 Python 48 Jupyter Notebook 41 R 22 JavaScript 13 HTML 8 MATLAB 6 CSS 5 C# 4 Julia 4 PHP 4
Sort: Best match
Sort options
Best match Most stars Fewest stars Most forks Fewest forks Recently updated Least recently updated
FinancePy

domokane / FinancePy

Star 772
Open

discount curve from fx forwards / cross currency basis swaps

1
ahabre
ahabre commented Aug 8, 2021

Is there a way to calibrate a discount curve from traded fx forwards?

Taking USDJPY as an example. As an input I have the fx spot, 1M, 3M and 6M forwards , I have also built a USD OIS discount curve. I want to create a JPY discount curve such that I can reprice correctly all of the fx forwards I observe in the market. Is that possible with the current library?

As an extension to the above,

Read more
enhancement good first issue Finance Quant Python Task
Find more good first issues

tern-tools / tern

Star 673

letianzj / QuantResearch

Star 632

Quantitative analysis, strategies and backtests

data-science machine-learning reinforcement-learning deep-learning algotrading trading-strategies trading-algorithms quantitative-finance financial-analysis algorithmic-trading backtesting-trading-strategies asset-allocation quantitative-trading pairs-trading risk-management asset-management statistical-arbitrage portfolio-management derivatives-pricing backtests
  • Updated Dec 30, 2021
  • Jupyter Notebook
ElectricEye

jonrau1 / ElectricEye

Star 384

Continuously monitor your AWS services for configurations that can lead to degradation of confidentiality, integrity or availability. All results will be sent to Security Hub for further aggregation and analysis.

aws security-audit security-hardening aws-security risk-management monitoring-tool security-tools devsecops soar security-engineering cloud-security aws-audit cloud-auditing security-monitoring well-architected cloud-compliance-reporting security-hub aws-compliance continuous-compliance
  • Updated Mar 1, 2022
  • Python

center-for-threat-informed-defense / attack-control-framework-mappings

Star 267

Security control framework mappings to MITRE ATT&CK provide a critically important resource for organizations to assess their security control coverage against real-world threats and provide a bridge for integrating ATT&CK-based threat information into the risk management process.

cybersecurity cti risk-management nist800-53 ctid mitre-attack cyber-threat-intelligence security-controls threat-informed-defense
  • Updated Jan 28, 2022
  • Python

MBKraus / Python_Portfolio__VaR_Tool

Star 76

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

python portfolio benchmark risk heatmap beta stock monte-carlo-simulation sharpe-ratio wxpython investment return yahoo-finance value-at-risk risk-management sp500-real-time-data variance-covariance historical-simulation geometric-brownian-motion stock-widget
  • Updated Feb 17, 2021
  • Python
notebooks

differential-machine-learning / notebooks

Star 72

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

machine-learning deep-learning tensorflow automatic-differentiation pricing derivatives quantitative-finance notebooks regression-models backpropagation risk-management computational-finance aad risk-magazine
  • Updated Nov 26, 2021
  • Jupyter Notebook
vPrioritizer

varchashva / vPrioritizer

Star 57

vPrioritizer enables us to understand the contextualized risk (vPRisk) on asset-vulnerability relationship level across the organization, for teams to make more informed decision about what (vulnerability/ties) they should remediate (or can afford not to) and on which (asset/s)

python risk django-application information-security vulnerability-management risk-management prioritization security-analytics community-analytics prioritization-algorithm
  • Updated Oct 26, 2021
  • CSS

Improve this page

Add a description, image, and links to the risk-management topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the risk-management topic, visit your repo's landing page and select "manage topics."

Learn more