GiulioRossetti94 / PyBondLabLinks
☆27Updated last month
Alternatives and similar repositories for PyBondLab
Users that are interested in PyBondLab are comparing it to the libraries listed below
Sorting:
- Python Nowcasting☆127Updated 4 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆15Updated 5 months ago
- qmoms package to compute option-implied moments from surface data☆21Updated last year
- A cursory look at the dynamics of zero coupon bond yield curves.☆13Updated 2 years ago
- code for turning data sets into trading strategies☆36Updated 5 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆51Updated 9 months ago
- ☆45Updated 5 months ago
- ☆23Updated 3 years ago
- Replication of https://ssrn.com/abstract=3984925☆43Updated last year
- This repository stores the source code for the Python and R projects used to access the database.☆11Updated 2 months ago
- Multivariate GARCH modelling in Python☆17Updated 9 months ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆48Updated last year
- Code for "Methodological Uncertainty in Portfolio Sorts".☆19Updated last year
- Python implementation of the midasml approach☆26Updated 2 months ago
- ☆40Updated 6 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- Replication of key GARCH model papers☆35Updated 9 years ago
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆30Updated 3 years ago
- ☆71Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Replication of momentum strategy☆18Updated 3 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆18Updated 3 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- Covariance Matrix Estimation via Factor Models☆36Updated 6 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Updated 9 months ago
- ☆28Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago