David-Woroniuk / FedToolsLinks
An open source library for the extraction of Federal Reserve Data.
☆23Updated 2 years ago
Alternatives and similar repositories for FedTools
Users that are interested in FedTools are comparing it to the libraries listed below
Sorting:
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago
- Financial research data services for academics.☆98Updated last month
- Analyze central bank announcements☆72Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆98Updated last year
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated 3 months ago
- https://arxiv.org/abs/1805.01104☆118Updated 4 years ago
- A convenient class for scraping all the existing FOMC meeting statements☆31Updated 2 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Python Nowcasting☆131Updated 4 years ago
- Python library for asset pricing☆117Updated last year
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆27Updated 3 years ago
- ☆55Updated 2 months ago
- Replication of momentum strategy☆18Updated 3 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆41Updated last year
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- ☆23Updated 8 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated last year
- This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data int…☆12Updated 4 years ago
- Instrumented Principal Components Analysis☆240Updated 3 years ago
- ☆75Updated 2 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Updated 5 years ago
- A framework for financial systemic risk valuation and analysis.☆176Updated 2 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- ☆28Updated 4 years ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆68Updated last year
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆43Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- My replication of financial papers.☆19Updated 7 years ago