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 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>2018-08-06 16:09:44</sub> | <sub>2020-11-22 19:02:07</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>2017-08-07 14:44:32</sub> | <sub>2017-08-08 22:52:11</sub> | <sub>4.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Pyfolio](https://github.com/quantopian/pyfolio)</sub>                                                                                 | <sub>Portfolio and risk analytics in Python.</sub>                                       | <sub>2015-06-01 15:31:39</sub> | <sub>2020-02-28 17:30:19</sub> | <sub>3673.0</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>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>31.0</sub>         | <sub>:heavy_multiplication_x:</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>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>31.0</sub>         | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Quant Finance](https://github.com/mrefermat/quant_finance)</sub>                                                                      | <sub>General quant repository.</sub>                                                     | <sub>2018-08-11 22:59:53</sub> | <sub>2019-11-12 04:49:01</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>2018-03-13 07:39:20</sub> | <sub>2018-03-13 07:42:36</sub> | <sub>3.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)</sub>                                  | <sub>Various financial experiments.</sub>                                                | <sub>2015-10-04 09:10:54</sub> | <sub>2020-03-28 18:33:58</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>2016-06-03 21:49:15</sub> | <sub>2020-04-27 18:40:41</sub> | <sub>1847.0</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>2018-06-26 20:36:47</sub> | <sub>2019-10-22 21:56:46</sub> | <sub>18.0</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>2017-05-01 07:36:54</sub> | <sub>2021-04-07 15:25:27</sub> | <sub>172.0</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>2017-09-12 13:35:09</sub> | <sub>2020-08-06 12:35:44</sub> | <sub>140.0</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>2014-12-15 11:23:34</sub> | <sub>2018-07-10 06:38:12</sub> | <sub>1298.0</sub>       | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb)</sub>                                             | <sub>Value-at-risk calculations.</sub>                                                   | <sub>2016-11-15 19:24:17</sub> | <sub>2017-01-14 21:19:30</sub> | <sub>10.0</sub>         | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |