financial-machine-learning/generated_wiki/factor_and_risk_analysis.md

| <sub>repo</sub>                                                                                                                             | <sub>comment</sub>                                                                       | <sub>created_at</sub>     | <sub>last_commit</sub>    | <sub>star_count</sub>   | <sub>repo_status</sub>        | <sub>rating</sub>   |
|:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------|:--------------------|
| <sub>[VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb)</sub>                                             | <sub>Value-at-risk calculations.</sub>                                                   | <sub>11/15/16 19:24</sub> | <sub>1/14/17 21:19</sub>  | <sub>9.0</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)</sub>                                                                   | <sub>Estimate Value-at-Risk for market risk management using Keras and TensorFlow.</sub> | <sub>8/6/18 16:09</sub>   | <sub>11/22/20 19:02</sub> | <sub>41.0</sub>         | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb)</sub>  | <sub>Risk measures and factors for alternative and responsible investments.</sub>        | <sub>8/7/17 14:44</sub>   | <sub>8/8/17 22:52</sub>   | <sub>4.0</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Pyfolio](https://github.com/quantopian/pyfolio)</sub>                                                                                 | <sub>Portfolio and risk analytics in Python.</sub>                                       | <sub>6/1/15 15:31</sub>   | <sub>2/28/20 17:30</sub>  | <sub>3633.0</sub>       | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)</sub>               | <sub>Active portfolio risk management .</sub>                                            | <sub>5/10/16 11:03</sub>  | <sub>5/17/16 3:44</sub>   | <sub>31.0</sub>         | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Quant Finance](https://github.com/mrefermat/quant_finance)</sub>                                                                      | <sub>General quant repository.</sub>                                                     | <sub>8/11/18 22:59</sub>  | <sub>11/12/19 4:49</sub>  | <sub>31.0</sub>         | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)</sub>                     | <sub>Expected returns using CAPM.</sub>                                                  | <sub>5/10/16 11:03</sub>  | <sub>5/17/16 3:44</sub>   | <sub>31.0</sub>         | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb)</sub> | <sub>Factor analysis for mutual funds.</sub>                                             | <sub>3/13/18 7:39</sub>   | <sub>3/13/18 7:42</sub>   | <sub>3.0</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)</sub>                                  | <sub>Various financial experiments.</sub>                                                | <sub>10/4/15 9:10</sub>   | <sub>3/28/20 18:33</sub>  | <sub>21.0</sub>         | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Performance Analysis](https://github.com/quantopian/alphalens)</sub>                                                                  | <sub>Performance analysis of predictive (alpha) stock factors.</sub>                     | <sub>6/3/16 21:49</sub>   | <sub>4/27/20 18:40</sub>  | <sub>1835.0</sub>       | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)</sub>                                               | <sub>Factor strategy notebooks.</sub>                                                    | <sub>5/1/17 7:36</sub>    | <sub>2/9/21 9:36</sub>    | <sub>171.0</sub>        | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)</sub>            | <sub>Convex Optimization for Finance.</sub>                                              | <sub>6/26/18 20:36</sub>  | <sub>10/22/19 21:56</sub> | <sub>17.0</sub>         | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials)</sub>                                   | <sub>Riskiness of portfolios and assets.</sub>                                           | <sub>9/12/17 13:35</sub>  | <sub>8/6/20 12:35</sub>   | <sub>139.0</sub>        | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36)</sub>                                                   | <sub>Various financial notebooks.</sub>                                                  | <sub>12/15/14 11:23</sub> | <sub>7/10/18 6:38</sub>   | <sub>1294.0</sub>       | <sub>:heavy_check_mark:</sub> | <sub></sub>         |