From af5ca3c7d6676ebf2c018b2a974e772d470d19d7 Mon Sep 17 00:00:00 2001 From: "Adriano rsvp.github.com" Date: Sun, 12 Nov 2017 11:37:02 -0800 Subject: [PATCH] Add fecon235 under Risk Analysis "Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios." --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 6bbcd6b..5066f57 100644 --- a/README.md +++ b/README.md @@ -60,6 +60,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python - [qrisk](https://github.com/quantopian/qrisk) - Common financial risk and performance metrics +- [fecon235](https://github.com/rsvp/fecon235) - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios. - [finance](https://pypi.python.org/pypi/finance) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload. - [qfrm](https://pypi.python.org/pypi/qfrm) - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios. - [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - Portfolio construction and quantitative analysis