Example code of simple things one can do with our open-source asset pricing data
☆60Oct 25, 2026Updated this week
Alternatives and similar repositories for CrossSectionDemos
Users that are interested in CrossSectionDemos 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 accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆1,073Updated this week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆16May 23, 2022Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆55Oct 24, 2024Updated 2 years ago
- Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Str…☆13Oct 22, 2026Updated last week
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Covariance Matrix Estimation via Factor Models☆38Mar 25, 2019Updated 7 years ago
- Codes to clean data and construct variables for empirical finance.☆13Sep 14, 2021Updated 5 years ago
- TVP VAR Workshop☆13Feb 26, 2020Updated 6 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆378May 29, 2026Updated 5 months ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆22Jul 12, 2020Updated 6 years ago
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆20May 23, 2021Updated 5 years ago
- Measuring the Market Risk Premium☆19Mar 30, 2026Updated 7 months ago
- Materials for Econ 5253 Data Science for Economists course at U of Oklahoma☆27Jul 25, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆13Apr 16, 2021Updated 5 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆23Feb 11, 2026Updated 8 months ago
- Time Series Cross-Validation☆10Oct 22, 2026Updated last week
- Matteo Iacoviello's personal webpage☆14Updated this week
- ☆16Sep 5, 2020Updated 6 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆25Jul 22, 2017Updated 9 years ago
- This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 an…☆68Sep 30, 2023Updated 3 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆51Jan 26, 2023Updated 3 years ago
- Factor-Based Imputation for Missing Data☆66Jan 24, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆11Nov 16, 2023Updated 2 years ago
- Ledoit-Wolf covariance matrix estimator of stock returns☆51Aug 23, 2019Updated 7 years ago
- This repository is designed to accompany and expand my articles published on Medium and LinkedIn, providing: ✔ Full derivations in clean…☆16Dec 20, 2025Updated 10 months ago
- Large language models: a primer for economists☆20Jun 11, 2025Updated last year
- Repository containing vintages of oil supply news shock data☆18Jun 9, 2026Updated 4 months ago
- US equity (portfolio) characteristics, the main file is in SAS.☆21Dec 21, 2023Updated 2 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as a…☆37Updated this week
- ☆14Apr 1, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Julia implementation of the algorithm described in the paper "A scalable algorithm for sparse portfolio selection" by Bertsimas and Cory-…☆11Mar 22, 2021Updated 5 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 3 years ago
- Slides for teaching numerical methods in quantitative macroeconomics☆12Mar 8, 2022Updated 4 years ago
- ☆20May 5, 2026Updated 5 months ago
- Econometrics combines economic theory with statistics to analyze and test economic relationships. It is used for forecasting, policy eval…☆11Jul 3, 2023Updated 3 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Resources for a PhD class module focused on anomalies.☆22Jun 7, 2024Updated 2 years ago