Open Data, more than 50 financial data. 提供超過 50 個金融資料，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

Calculate effective interest, XIRR or effective APR.

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

Go library and command line tool for interacting with the Swedish central bank API

📘 Detailed Exploratory Data Analysis of Lending Club Loan Data

Calculate the principal amount of money needed to achieve a self-sustaining revenue stream from compound interest.

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.There are several entries where values have been deleted to simulate dirty data. Then, we will build machine learning models in Python to predict the interest rates assigned to loans. We will evaluate our models' performances using the root mean squared error (RMSE) metric and compare our models' results.

Scrape daily Long/Short Interest Rates from US Treasury Site

linear regression

Calculates simple interest and returns that along with the total cost. Demonstrates use of JOptionPane to easily create a GUI.

python implementation of forward rate modeling

Interest Rate Derivatives pricing library for my master's thesis in Economics af the department of Economics, University of Copenhagen.

Calculates the monthly payments of a loan

Calculating interest based on the type of the account and the status of the account holder. The rates of interest changes according to the amount (greater than or less than 1 crore), age of account holder (General or Senior citizen) and number of days if the type of account is FD or RD.

Bootstrap for discount curve

Interest calculator

Replication of Farhi and Gourio (2018)

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 variable. It shows that the spanning hypothesis of the term spread against a macro variable might hold true depending on the combination and component of term spread that we are taking into consideration. This project provides a mechanism through which we can identify the best combination of a term spread for creating an efficient􏰐 macro 􏰍finance model.