Alternatives and similar repositories for ReplicationCrisis

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

• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆228Updated 2 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆92Updated 11 months ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆133Updated 3 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆102Updated 6 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆39Updated last year
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆71Updated 2 years ago
• mk0417 / open-asset-pricing-download
  ☆45Updated 4 months ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆52Updated 10 months ago
• OpenSourceAP / CrossSection
  Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
  ☆851Updated this week
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆226Updated last year
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆100Updated 2 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆126Updated 4 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆115Updated last year
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆21Updated last year
• mgao6767 / frds
  Financial research data services for academics.
  ☆95Updated 5 months ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆126Updated 4 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆147Updated last week
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆114Updated last week
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆135Updated last year
• bashtage / mfe-toolbox
  ☆105Updated 3 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 last month
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆120Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆82Updated 10 months ago
• FRBNY-TimeSeriesAnalysis / Nowcasting
  Nowcasting
  ☆217Updated 5 years ago
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆21Updated 3 years ago
• amuguruza / NN-StochVol-Calibrations
  We implement the paper: Deep Learning Volatility
  ☆191Updated 5 years ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆195Updated 7 months ago
• sigurdroemer / rough_volatility
  The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…
  ☆55Updated last month