Alternatives and similar repositories for CrossSection

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

• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆314Updated 3 months ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆228Updated 2 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆363Updated 6 years ago
• cvxgrp / cvxportfolio
  Portfolio optimization and back-testing.
  ☆1,086Updated this week
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆226Updated last year
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆436Updated 3 weeks ago
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆554Updated 4 months ago
• yli188 / WorldQuant_alpha101_code
  Code implementation of the Quantigic 101 Formulaic Alphas
  ☆535Updated 6 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆297Updated 5 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆427Updated 2 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆102Updated 6 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆132Updated 3 years ago
• NehrenD / algo_trading_and_quant_strategies
  Supplemental Material for Algorithmic Trading and Quantitative Strategies
  ☆290Updated 4 years ago
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆759Updated last year
• colejhudson / goldman-sachs-quantitative-strategies-research-notes
  Goldman Sachs - Quantitative Strategies Research Notes
  ☆354Updated 4 years ago
• Boulder-Investment-Technologies / lppls
  Library for fitting the LPPLS model to data.
  ☆411Updated 6 months ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆52Updated 10 months ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆120Updated last year
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆856Updated 2 years ago
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆233Updated 2 years ago
• vollib / py_vollib
  ☆339Updated last year
• bsolomon1124 / pyfinance
  Python package designed for general financial and security returns analysis.
  ☆333Updated 2 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆303Updated last year
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆91Updated 10 months ago
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆591Updated this week
• ynouri / pysabr
  SABR model Python implementation
  ☆519Updated 3 years ago
• alpha-miner / Finance-Python
  python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
  ☆812Updated last year
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,708Updated 8 months ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆233Updated 4 months ago
• dedwards25 / Python_Option_Pricing
  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…
  ☆755Updated last month