Top 3 fixed-income open source projects
TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
DRIP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
1-3 of 3 fixed-income projects