Alternatives and similar repositories for Fama_French_Selfstudy:

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

• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆12Updated last year
• ralphkoijen / demand_asset_pricing
  ☆15Updated 4 years ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆19Updated last year
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆17Updated 4 years ago
• dcuoliveira / fgv-empirical-asset-pricing
  This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…
  ☆11Updated 2 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years ago
• dongxy1014 / Bond-Risk-Premia
  Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python
  ☆12Updated 2 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• ioannisrpt / FamaFrench2015FF5
  Replication of the 5 Fama-French factors as constructed in their 2015 paper.
  ☆22Updated 2 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆31Updated 2 years ago
• iangow / wrds2pg
  Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV
  ☆18Updated 9 months ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆15Updated 10 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 10 months ago
• chardonnensp / Datastream-Worldscope-fundamental-dataset
  This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data int…
  ☆12Updated 4 years ago
• gaulinmp / wrds
  Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
  ☆9Updated 11 years ago
• cagdemir / firm-characteristics-calculation
  Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS
  ☆14Updated 5 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆51Updated 8 months ago
• snauhaus / link_compustat_ibes
  A python script to create a mapping table between I/B/E/S and Compustat
  ☆18Updated 5 years ago
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆25Updated last year
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• SakethAleti / ECON-690-HighFrequencyEconometrics
  Code and documents from Econ 690 at Duke
  ☆9Updated 2 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆18Updated last year
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆14Updated 4 years ago
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆20Updated 5 years ago
• Quantactix / TreeFactor
  ☆27Updated 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.
  ☆49Updated 6 months ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 8 years ago