| Name | Version | Summary | date |
|---|---|---|---|
| riskoptima | 1.24.0 | RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. | 2025-02-16 19:26:10 |
| polars-ols | 0.3.5 | Polars Least Squares Extension | 2024-08-25 16:22:33 |
| hour | day | week | total |
|---|---|---|---|
| 99 | 2246 | 4326 | 293500 |