#数据仓库#Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/
#时序数据库#Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX ...
#计算机科学#An environment to high-frequency trading agents under reinforcement learning
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction wit...
#时序数据库#Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and p...
Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
#计算机科学#Examples and code for the Practical Machine Learning workshop series
Calculate effective interest, XIRR or effective APR.
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
Free WordPress Plugin: The simple interest calculator can be used to provide a quick and accurate calculation of interest assessed on a loan or investment. www.calculator.io/simple-interest-calculator...
Interest-rate modeling and Fixed Income Pricing in Python
This is the data scraping & modeling code used for models shown in https://econforecasting.com.
#算法刷题#One factor Vasicek model in Python.
In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dis...
Free WordPress Plugin: Compound interest calculator that uses the interest formula (A = P(1 + r/n)ⁿᵗ) to help users understand the impacts of compound interest and money growth over time. www.calculat...
Replicates the script for generating the Wu Xia shadow rate term structure model in python