Alternatives and similar repositories for statsmodels

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

• djbolder / credit-risk-modelling
  Credit-Risk Modelling Libraries
  ☆121Updated 7 years ago
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆226Updated last year
• naenumtou / ifrs9
  The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those …
  ☆94Updated 2 months ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆226Updated 2 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆114Updated last week
• erykml / Python-for-Finance-Cookbook-2E
  The repository of "Python for Finance Cookbook" 2nd edition
  ☆223Updated 2 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆82Updated 4 months ago
• yhilpisch / eikondataapi
  ☆98Updated 3 years ago
• QuantEcon / quantecon-notebooks-python
  A Repository of Notebooks for the Python Lecture Site
  ☆269Updated 4 years ago
• weijie-chen / Econometrics-With-Python
  Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques o…
  ☆432Updated last year
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆100Updated 2 years ago
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆63Updated 3 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆147Updated last week
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆302Updated 2 weeks ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆82Updated 10 months ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• andrija-djurovic / adsfcr
  Applied Data Science for Credit Risk
  ☆149Updated this week
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆260Updated last week
• QuantEcon / lecture-python.notebooks
  Notebooks for https://python.quantecon.org
  ☆239Updated this week
• qrmtutorial / qrm
  qrm
  ☆236Updated last year
• bashtage / python-for-econometrics-statistics-data-analysis
  Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
  ☆79Updated 3 years ago
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆321Updated 4 months ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆228Updated 2 years ago
• microprediction / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆14Updated 11 months ago
• gw-moore / pyfredapi
  Python API Client for FRED
  ☆62Updated 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…
  ☆561Updated 5 months 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
  ☆105Updated 3 months ago
• jason-ash / pyesg
  Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
  ☆136Updated 2 years ago
• PacktPublishing / Mastering-Python-for-Finance-Second-Edition
  Mastering Python for Finance – Second Edition, published by Packt
  ☆478Updated 2 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆93Updated 10 months ago