PyRank

Risk Measures Python Packages

Python packages with the GitHub topic risk-measures. Sorted by monthly downloads, with stars and forks.
opes-core
opes

An open-source Python module for portfolio optimization and backtesting

534 1 1
OpenActuarial
risksim

Portfolio Monte Carlo: aggregate simulation, Iman-Conover dependence, reinsurance layers, VaR/TVaR with bootstrap error.

501 0 0