☆36Apr 8, 2026Updated last month
Alternatives and similar repositories for PyBondLab
Users that are interested in PyBondLab are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆55Oct 24, 2024Updated last year
- End-to-end solution to process TRACE corporate bond data.☆48Mar 23, 2026Updated last month
- tests for cohort-level heterogeneity in panel regression☆11Mar 12, 2025Updated last year
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Resources for a PhD class module focused on anomalies.☆21Jun 7, 2024Updated last year
- MD&A sections from 10-Ks; 2002-2018☆40Nov 23, 2024Updated last year
- This project presents the application of a MS-QRNN model designed to estimate Value at Risk accurately by integrating both numerical fin…☆12May 15, 2024Updated 2 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆14Aug 27, 2024Updated last year
- Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arn…☆15Nov 1, 2020Updated 5 years ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆14Feb 15, 2025Updated last year
- Keep up-to-date with the latest academic macroeconomics/finance research.☆17Dec 22, 2022Updated 3 years ago
- ☆22Nov 22, 2025Updated 5 months ago
- World beating online covariance and portfolio construction.☆323Oct 13, 2025Updated 7 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- My replication of financial papers.☆21Aug 2, 2018Updated 7 years ago
- Convert unstructured text into structured datasets☆26Apr 15, 2026Updated last month
- Python code for Robust Identification of Investor Beliefs☆15Jan 6, 2021Updated 5 years ago
- ☆17Jul 22, 2021Updated 4 years ago
- Python Package: Fitting and Forecasting the yield curve☆41Feb 25, 2021Updated 5 years ago
- Replication of momentum strategy☆21Jun 14, 2022Updated 3 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆22Aug 8, 2022Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆111Aug 9, 2024Updated last year
- Instrumented Principal Components Analysis☆261Aug 15, 2022Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆12Dec 17, 2021Updated 4 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Dec 26, 2022Updated 3 years ago
- qmoms package to compute option-implied moments from surface data☆26Feb 26, 2026Updated 2 months ago
- Discover how to leverage MATLAB for quantitative finance modeling☆40Sep 4, 2025Updated 8 months ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Jun 14, 2024Updated last year
- Claude Code hook that detects context compaction and injects a reminder to re-read AGENTS.md, preventing post-compaction rule amnesia in …☆43Apr 29, 2026Updated 2 weeks ago
- ☆71Jun 13, 2025Updated 11 months ago
- Implementation of "The Metropolis Algorithm: Theory and Examples"☆33Nov 10, 2025Updated 6 months ago
- Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…☆28Dec 11, 2017Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆34Jun 13, 2024Updated last year
- awesome-financial-networks☆40Jul 15, 2019Updated 6 years ago
- ☆18Sep 21, 2023Updated 2 years ago
- Prefect integrations with Ray☆62Mar 19, 2026Updated 2 months ago
- Analyzing SEC data at scale☆47Updated this week
- Code for the paper Volatility is (mostly) path-dependent☆76Mar 22, 2024Updated 2 years ago
- code for turning data sets into trading strategies☆39Apr 1, 2026Updated last month