Alternatives and similar repositories for CIF

Users that are interested in CIF are comparing it to the libraries listed below

• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆131Updated 4 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆37Updated 9 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆27Updated 9 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆38Updated 6 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆238Updated 2 years ago
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆41Updated last month
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• LemaireJean-Baptiste / eventstudy
  Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
  ☆67Updated 2 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆20Updated 3 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆94Updated 4 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆51Updated 4 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆98Updated 4 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆118Updated 3 years ago
• JellalYu / Multivariate-DCC-GARCH-model
  Multivariate DCC-GARCH model
  ☆16Updated 7 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆122Updated 5 years ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated last month
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆29Updated 3 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆62Updated 2 years ago
• JustinMShea / ExpectedReturns
  ☆55Updated 5 months ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆104Updated 2 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆122Updated 2 years ago
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆20Updated 7 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last year
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆37Updated 2 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆45Updated 5 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆32Updated 4 years ago