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/

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 bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

An environment to high-frequency trading agents under reinforcement learning

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.

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure 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 participation rates, quantitative easing, industrial production, personal consumption and savings. All analysis is based on data provided by FRED.

Replicates the script for generating the Wu Xia shadow rate term structure model in python

Computational data tools 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 bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

In this project we will be using the publicly available and Kaggle-popular LendingClub data set to train Linear Regression and Extreme Gradient Descent Boosted Decision Tree models to predict interest rates assigned to loans. First, we will clean and prepare the data. This includes feature removal, feature engineering, and string processing.The…

Calculate effective interest, XIRR or effective APR.

Examples and code for the Practical Machine Learning workshop series

Blazar is the interest rate stability layer for decentralized financial applications. Deposit and borrow instantly at a fixed rate and a fixed term.

Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.

Interest-rate modeling and Fixed Income Pricing 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 dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro varia…

Machine Learning Model to predict US economic recession based on GDP Data and Long-Term & Short-Term Treasury Interest Rates.