| _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------|:--------------------| | _{[VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb)} | _{Value-at-risk calculations.} | _{11/15/16 19:24} | _{1/14/17 21:19} | _9.0 | _{:heavy_check_mark:} | | | _{[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)} | _{Estimate Value-at-Risk for market risk management using Keras and TensorFlow.} | _{8/6/18 16:09} | _{11/22/20 19:02} | _41.0 | _{:heavy_check_mark:} | | | _{[Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb)} | _{Risk measures and factors for alternative and responsible investments.} | _{8/7/17 14:44} | _{8/8/17 22:52} | _4.0 | _{:heavy_check_mark:} | | | _{[Pyfolio](https://github.com/quantopian/pyfolio)} | _{Portfolio and risk analytics in Python.} | _{6/1/15 15:31} | _{2/28/20 17:30} | _3633.0 | _{:heavy_check_mark:} | | | _{[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)} | _{Active portfolio risk management .} | _{5/10/16 11:03} | _{5/17/16 3:44} | _31.0 | _{:heavy_check_mark:} | | | _{[Quant Finance](https://github.com/mrefermat/quant_finance)} | _{General quant repository.} | _{8/11/18 22:59} | _{11/12/19 4:49} | _31.0 | _{:heavy_check_mark:} | | | _{[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)} | _{Expected returns using CAPM.} | _{5/10/16 11:03} | _{5/17/16 3:44} | _31.0 | _{:heavy_check_mark:} | | | _{[Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb)} | _{Factor analysis for mutual funds.} | _{3/13/18 7:39} | _{3/13/18 7:42} | _3.0 | _{:heavy_check_mark:} | | | _{[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)} | _{Various financial experiments.} | _{10/4/15 9:10} | _{3/28/20 18:33} | _21.0 | _{:heavy_check_mark:} | | | _{[Performance Analysis](https://github.com/quantopian/alphalens)} | _{Performance analysis of predictive (alpha) stock factors.} | _{6/3/16 21:49} | _{4/27/20 18:40} | _1835.0 | _{:heavy_check_mark:} | | | _{[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)} | _{Factor strategy notebooks.} | _{5/1/17 7:36} | _{2/9/21 9:36} | _171.0 | _{:heavy_check_mark:} | | | _{[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)} | _{Convex Optimization for Finance.} | _{6/26/18 20:36} | _{10/22/19 21:56} | _17.0 | _{:heavy_check_mark:} | | | _{[Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials)} | _{Riskiness of portfolios and assets.} | _{9/12/17 13:35} | _{8/6/20 12:35} | _139.0 | _{:heavy_check_mark:} | | | _{[Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36)} | _{Various financial notebooks.} | _{12/15/14 11:23} | _{7/10/18 6:38} | _1294.0 | _{:heavy_check_mark:} | |