LenkaV / CIFLinks
Composite Indicators Framework for Business Cycle Analysis
☆63Updated 3 years ago
Alternatives and similar repositories for CIF
Users that are interested in CIF are comparing it to the libraries listed below
Sorting:
- Python Nowcasting☆131Updated 4 years ago
- Covariance Matrix Estimation via Factor Models☆36Updated 6 years ago
- Financial research data services for academics.☆96Updated last month
- Replication of key GARCH model papers☆34Updated 9 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆91Updated 4 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated 2 months ago
- Design of Risk Parity Portfolios☆115Updated 2 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆46Updated 4 years ago
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆159Updated last year
- ☆54Updated last month
- DCC-GARCH(1,1) for multivariate normal distribution.☆61Updated 2 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Website dedicated to a book on machine learning for factor investing☆235Updated 2 years ago
- Replication of https://ssrn.com/abstract=3984925☆47Updated last year
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆68Updated last year
- Pricing the Term Structure with Linear Regressions☆41Updated 7 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 11 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated last year
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆26Updated 3 years ago
- My replication of financial papers.☆19Updated 7 years ago
- Replication of momentum strategy☆18Updated 3 years ago
- code for turning data sets into trading strategies☆37Updated last month
- Python library for asset pricing☆117Updated last year
- ☆73Updated 2 years ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- Calculate U.S. equity (portfolio) characteristics☆98Updated last year
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆31Updated 3 years ago
- Instrumented Principal Components Analysis☆236Updated 3 years ago
- https://arxiv.org/abs/1805.01104☆117Updated 4 years ago