| Name | Version | Summary | date |
|---|---|---|---|
| copulax | 1.0.1 | Copula, multivariate and univariate distribution fitting using JAX in python. | 2025-07-30 16:37:28 |
| let3 | 1.2.3 | Assign variables wherever, whenever you want. | 2025-07-10 04:57:34 |
| 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 |
| hour | day | week | total |
|---|---|---|---|
| 104 | 2184 | 10317 | 313445 |