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View All on GitHub Margin risk metrics: mean, std, VaR, expected shortfall about 1 month ago
enhancement good first issue
AutoNaver/retail-power-book AutoNaver/retail-power-book Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Open project →
0
Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Python
Config loading from configs/ and environment about 1 month ago
enhancement good first issue
AutoNaver/retail-power-book AutoNaver/retail-power-book Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Open project →
0
Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Python
Delivery calendar and forward product definitions about 1 month ago
enhancement good first issue
AutoNaver/retail-power-book AutoNaver/retail-power-book Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Open project →
0
Simulation and hedging framework for a German retail power supply book, built with ALM methods.
Python