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bond-portfolio

Here are 4 public repositories matching this topic...

kshitijbhandari / Fixed-Income-Risk-Engine-Yield-Curve-Modeling-Portfolio-Hedging-

Nelson-Siegel yield curve fitting on 25 years of FRED Treasury data, Diebold-Li VAR factor model with Monte Carlo simulation, stress testing a $51.5M bond portfolio across 26 rate scenarios, and a multi-strategy Treasury futures hedging overlay. Live interactive dashboard built with Streamlit.

python monte-carlo stress-testing quantitative-finance yield-curve fixed-income risk-management fred-api nelson-siegel streamlit hedging-strategy bond-portfolio interest-rate-risk

Updated Jun 17, 2026
Jupyter Notebook

truclqd-coder / QuantOptima-Bond-Optimizer

AI-driven bond portfolio optimizer using the Black-Litterman model to blend market equilibrium with subjective views

optimization xgboost mpt sharpe-ratio bayesian-inference predictive-modeling alm fixed-income black-litterman modern-portfolio-theory pyportfolioopt bond-portfolio

Updated Mar 25, 2026
Python

RHarmit / Fixed-Income-Portfolio-Monitoring-Risk-Analysis-Tool

Bond portfolio analytics with Macaulay duration, yield-curve visualization, and portfolio composition analysis.

python duration yield-curve fixed-income bond-portfolio

Updated Mar 13, 2026
Python

SpecialTree / adaptiveBondLadder

A framework for conducting synthetic studies of adaptive bond portfolio performance under Dynamic Nelson Siegel Model Yield Curve Dynamics.

yield-curve bond-pricing pension-risk-transfer bond-portfolio

Updated Jun 3, 2026
R

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