All around finance resources. This library started as an asset allocation project (hence the name, pyAA) but evolved to include more subjects and lecture notes.
- Portfolio Construction
- Black-Litterman
- Hierarchical Risk Parity
- Mean-Variance Optimization
- Risk Budget / Equal Risk Contribution
- Vol Targeting
- Pricing
- Yield Curve Bootstrapp
- Models
- ACM Term Premium
- Data Sources
Most of the data used in this repository comes from proprietary sources. They only work for my specific python environment. Although the data is not available for you, all the logic of the code is.