systematic-risk

Here are 2 public repositories matching this topic...

pauloboscordano / factor-risk-analysis

Multi-factor risk analysis in Python using static and rolling regressions, systematic factor exposures, stress regimes and portfolio risk attribution.

python stress-testing quantitative-finance asset-allocation financial-markets factor-models risk-management portfolio-management factor-investing risk-attribution rolling-regression systematic-risk

Updated Sep 8, 2026
Jupyter Notebook

devc2255 / Market-Microstructure-Systemic-Risk-Simulator

Star

A quantitative simulation for Engineering the Future of Capital Markets, modeling delta-hedging cascades via Zero-Cost Collars, engineered specifically for resource-constrained cloud environments.

quantitative-finance market-microstructure delta-hedging algorithmic-traiding systematic-risk

Updated Jul 17, 2026
Python

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