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
  ☆226Updated 2 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 8 months ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆128Updated 3 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆51Updated 8 months ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆225Updated last year
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆101Updated 5 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆71Updated 2 years ago
• OpenSourceAP / CrossSection
  Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
  ☆816Updated 2 months ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆115Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆257Updated 2 weeks ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆128Updated this week
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆123Updated 4 years ago
• hmamaysky / MSFE-Information
  Info for Columbia Business School MSFE students
  ☆17Updated last year
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆121Updated last year
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆112Updated 4 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆90Updated 3 months ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆361Updated 6 years ago
• JustinMShea / ExpectedReturns
  ☆47Updated 8 months ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆189Updated 5 months ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆35Updated last year
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆94Updated last week
• 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…
  ☆539Updated 3 months ago
• amuguruza / NN-StochVol-Calibrations
  We implement the paper: Deep Learning Volatility
  ☆189Updated 4 years ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆126Updated last year
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆224Updated 3 months ago
• mk0417 / open-asset-pricing-download
  ☆36Updated 2 months ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆85Updated 4 years ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆37Updated 2 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆31Updated 2 years ago