Alternatives and similar repositories for statsmodels:

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

• LemaireJean-Baptiste / eventstudy
  Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
  ☆64Updated last year
• bashtage / python-for-econometrics-statistics-data-analysis
  Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
  ☆75Updated 3 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆95Updated last year
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆29Updated 2 years ago
• bashtage / mfe-toolbox
  ☆102Updated 3 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆120Updated 4 years ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆34Updated 5 months ago
• andrequant / MPT_BlackLitterman
  Implementation of Modern Portfolio Theory and Black Litterman Model
  ☆19Updated 2 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆220Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆81Updated last month
• FRBNY-TimeSeriesAnalysis / Nowcasting
  Nowcasting
  ☆213Updated 5 years ago
• Yoseph-Zuskin / midaspy
  Mixed Data Sampling (MIDAS) Modeling in Python
  ☆19Updated 4 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆16Updated 4 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆118Updated this week
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 7 months ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆36Updated 4 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆35Updated 5 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆51Updated 6 months ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆41Updated last year
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 8 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆69Updated last week
• LSEG-API-Samples / Example.DataLibrary.Python
  Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python
  ☆89Updated 4 months ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆117Updated last year
• mgao6767 / frds
  Financial research data services for academics.
  ☆88Updated last month
• dpicone1 / Vasicek_CIR_HoLee_HullWhite_Models_Python
  Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
  ☆49Updated 4 years ago
• yhilpisch / eikondataapi
  ☆97Updated 3 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆69Updated 2 years ago
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆24Updated 4 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago