Alternatives and similar repositories for CrossSectionDemos

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

• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆98Updated last year
• JustinMShea / ExpectedReturns
  ☆55Updated 2 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆52Updated last year
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆332Updated 7 months ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆75Updated 2 years ago
• bashtage / mfe-toolbox
  ☆109Updated 3 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• mk0417 / open-asset-pricing-download
  ☆51Updated this week
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆22Updated last year
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆131Updated 4 years ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆37Updated last week
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆59Updated last year
• TommasoBelluzzo / SystemicRisk
  A framework for financial systemic risk valuation and analysis.
  ☆176Updated 2 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆98Updated last month
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆35Updated 2 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 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…
  ☆39Updated 3 months ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆240Updated 3 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆27Updated 3 years ago
• iangow / wrds2pg
  Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV
  ☆19Updated last year
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• LSEG-API-Samples / Example.DataLibrary.Python
  Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python
  ☆115Updated 7 months ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆50Updated 7 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆34Updated 9 years ago
• Karansamlal / HAR-RV-model
  Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (‎2009).
  ☆12Updated 5 years ago