End-to-end solution to process TRACE corporate bond data.
☆55Sep 30, 2026Updated 2 weeks ago
Alternatives and similar repositories for trace-data-pipeline
Users that are interested in trace-data-pipeline are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆39Apr 8, 2026Updated 6 months ago
- Empirical Asset Pricing Tools☆59Apr 19, 2026Updated 5 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆55Oct 24, 2024Updated last year
- This project's aim is to 1) build macro (inflation, interest rates) factor mimicking portfolios (FMPs), 2) compare the performance of dif…☆18Jan 27, 2026Updated 8 months ago
- Full pipeline to download, parse, clean, and assemble SEC N-PORT filings into research-ready datasets. N-PORT forms are quarterly filings…☆15Nov 11, 2025Updated 11 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- QuantMinds Rough Volatility Workshop lectures☆48Nov 16, 2025Updated 11 months ago
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- Enhanced AI-assisted research template with agentic capabilities☆72Sep 30, 2026Updated 2 weeks ago
- Instrumented Principal Components Analysis☆266Aug 15, 2022Updated 4 years ago
- qmoms package to compute option-implied moments from surface data☆30Feb 26, 2026Updated 7 months ago
- Replication of https://ssrn.com/abstract=3984925☆57Mar 27, 2024Updated 2 years ago
- Python codebase to create the global dataset of factor returns, stock returns, and firm characteristics from “Is there a Replication Cris…☆79Oct 6, 2026Updated last week
- Fama French Industry Classification☆15Aug 12, 2025Updated last year
- Replication of momentum strategy☆23Jun 14, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Bates ECON 368 Big Data and Economics syllabus and lectures☆28Jun 3, 2026Updated 4 months ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- Empirical Finance Course (PhD, Julia code)☆40Nov 24, 2024Updated last year
- Open-source asset-liability model.☆29Sep 29, 2026Updated 2 weeks ago
- Chrome插件,用于从互联网获取股票数据☆20May 5, 2026Updated 5 months ago
- This is a work in progress package that enables users to conduct fundamental financial research, utilising the SEC's EDGAR API.☆75May 6, 2026Updated 5 months ago
- Presentation for QuantCon 2016☆11Apr 9, 2016Updated 10 years ago
- A python implementation of R's PerformanceAnalytics package☆21Feb 4, 2014Updated 12 years ago
- ☆17Mar 16, 2024Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆16Sep 5, 2020Updated 6 years ago
- A Journal of Finance style reference for academic writing in financial economics. Distilled from 144 JF papers (Continuously updated) pub…☆91Jun 5, 2026Updated 4 months ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆43Mar 6, 2025Updated last year
- This module is a simple trading system. I will compelete it gradually☆10May 3, 2022Updated 4 years ago
- ☆76Nov 11, 2024Updated last year
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆16Sep 26, 2022Updated 4 years ago
- Statistical inference for Sharpe ratios: probabilistic Sharpe ratio, minimum track record length, and FDR/FWER corrections for screening …☆25Oct 9, 2026Updated last week
- Top 3% in Kaggle housing competition☆10Feb 6, 2021Updated 5 years ago
- Using LSTM to execute a sector rotation trading strategy☆13Oct 4, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Collection of data sources on the state of the economy of the People's Republic of China☆20Aug 14, 2026Updated 2 months ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆19Jun 14, 2024Updated 2 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆20Jun 10, 2022Updated 4 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆21Dec 21, 2023Updated 2 years ago
- Deep learning for solving and estimating dynamic macro-finance models☆20Aug 23, 2025Updated last year
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 3 years ago
- 多源行情数据网关☆25May 13, 2025Updated last year