Calculate U.S. equity (portfolio) characteristics
☆109Aug 9, 2024Updated last year
Alternatives and similar repositories for EquityCharacteristics
Users that are interested in EquityCharacteristics are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- US equity (portfolio) characteristics, the main file is in SAS.☆20Dec 21, 2023Updated 2 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- End-to-end solution to process TRACE corporate bond data.☆46Mar 23, 2026Updated 3 weeks ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆366Jan 8, 2026Updated 3 months ago
- Replication of momentum strategy☆21Jun 14, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- ☆80Dec 22, 2022Updated 3 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆150Jul 17, 2021Updated 4 years ago
- Equity return and characteristics of China A-Share market☆30Dec 21, 2023Updated 2 years ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆954Oct 22, 2025Updated 5 months ago
- Empirical Data and Some Simulation Codes☆113Jun 24, 2019Updated 6 years ago
- ☆41Feb 10, 2021Updated 5 years ago
- Machine learning methods for identifing investment factors☆19Nov 9, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Codes to clean data and construct variables for empirical finance.☆12Sep 14, 2021Updated 4 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Machine learning methods for identifing investment factors☆46Apr 20, 2022Updated 3 years ago
- https://arxiv.org/abs/1805.01104☆123Dec 2, 2020Updated 5 years ago
- Instrumented Principal Components Analysis☆258Aug 15, 2022Updated 3 years ago
- RFS2020年论文Emperical asset pricing via machine learning复现☆34Feb 26, 2022Updated 4 years ago
- Python library for asset pricing☆130Mar 13, 2024Updated 2 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Jan 20, 2022Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆17Jun 2, 2024Updated last year
- ☆34Apr 8, 2026Updated last week
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆25Mar 6, 2025Updated last year
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆39Jul 1, 2022Updated 3 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Apr 21, 2020Updated 5 years ago
- This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…☆12Jan 20, 2024Updated 2 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆48Mar 1, 2024Updated 2 years ago
- ☆24May 4, 2021Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆17Jul 22, 2021Updated 4 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆40Feb 17, 2026Updated 2 months ago
- This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 an…☆69Sep 30, 2023Updated 2 years ago
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆20May 23, 2021Updated 4 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆19Feb 11, 2026Updated 2 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆54Oct 24, 2024Updated last year
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago