| _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | _{[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)} | _{Estimate Value-at-Risk for market risk management using Keras and TensorFlow.} | _{2018-08-06 16:09:44} | _{2020-11-22 19:02:07} | _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.} | _{2017-08-07 14:44:32} | _{2017-08-08 22:52:11} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Pyfolio](https://github.com/quantopian/pyfolio)} | _{Portfolio and risk analytics in Python.} | _{2015-06-01 15:31:39} | _{2020-02-28 17:30:19} | _3673.0 | _{:heavy_check_mark:} | | | _{[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)} | _{Active portfolio risk management .} | _{2016-05-10 11:03:48} | _{2016-05-17 03:44:56} | _31.0 | _{:heavy_multiplication_x:} | | | _{[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)} | _{Expected returns using CAPM.} | _{2016-05-10 11:03:48} | _{2016-05-17 03:44:56} | _31.0 | _{:heavy_multiplication_x:} | | | _{[Quant Finance](https://github.com/mrefermat/quant_finance)} | _{General quant repository.} | _{2018-08-11 22:59:53} | _{2019-11-12 04:49:01} | _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.} | _{2018-03-13 07:39:20} | _{2018-03-13 07:42:36} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)} | _{Various financial experiments.} | _{2015-10-04 09:10:54} | _{2020-03-28 18:33:58} | _21.0 | _{:heavy_check_mark:} | | | _{[Performance Analysis](https://github.com/quantopian/alphalens)} | _{Performance analysis of predictive (alpha) stock factors.} | _{2016-06-03 21:49:15} | _{2020-04-27 18:40:41} | _1847.0 | _{:heavy_check_mark:} | | | _{[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)} | _{Convex Optimization for Finance.} | _{2018-06-26 20:36:47} | _{2019-10-22 21:56:46} | _18.0 | _{:heavy_check_mark:} | | | _{[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)} | _{Factor strategy notebooks.} | _{2017-05-01 07:36:54} | _{2021-04-07 15:25:27} | _172.0 | _{:heavy_check_mark:} | | | _{[Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials)} | _{Riskiness of portfolios and assets.} | _{2017-09-12 13:35:09} | _{2020-08-06 12:35:44} | _140.0 | _{:heavy_check_mark:} | | | _{[Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36)} | _{Various financial notebooks.} | _{2014-12-15 11:23:34} | _{2018-07-10 06:38:12} | _1298.0 | _{:heavy_multiplication_x:} | | | _{[VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb)} | _{Value-at-risk calculations.} | _{2016-11-15 19:24:17} | _{2017-01-14 21:19:30} | _10.0 | _{:heavy_multiplication_x:} | |