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Author:
Jordi Corbilla
License:
MIT
Summary:
RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions.
Latest version:
1.45.0
Required dependencies:
matplotlib
|
numpy
|
pandas
|
scikit-learn
|
scipy
|
seaborn
|
squarify
|
statsmodels
|
xgboost
|
yfinance
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