Add fecon235 under Risk Analysis

"Computational tools for financial economics include: Gaussian Mixture model
of leptokurtotic risk, adaptive Boltzmann portfolios."
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Adriano rsvp.github.com
2017-11-12 11:37:02 -08:00
parent dbfca0d4b4
commit af5ca3c7d6
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@@ -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