Python codebase to create the global dataset of factor returns, stock returns, and firm characteristics from “Is there a Replication Crisis in Finance?” by Jensen, Kelly, and Pedersen (2023)
☆79Oct 6, 2026Updated this week
Alternatives and similar repositories for jkp-data
Users that are interested in jkp-data are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Empirical Asset Pricing Tools☆59Apr 19, 2026Updated 5 months ago
- Replication of momentum strategy☆23Jun 14, 2022Updated 4 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆22Feb 11, 2026Updated 7 months ago
- Replication archive for "Do Claude Code and Codex P-Hack? Sycophancy and Statistical Analysis in Large Language Models"☆17Mar 3, 2026Updated 7 months ago
- This project's aim is to 1) build macro (inflation, interest rates) factor mimicking portfolios (FMPs), 2) compare the performance of dif…☆18Jan 27, 2026Updated 8 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A convenient class for scraping all the existing FOMC meeting statements☆31Sep 25, 2023Updated 3 years ago
- A Higher-order HMM with EM algo.☆16May 4, 2022Updated 4 years ago
- DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnig…☆35Sep 26, 2018Updated 8 years ago
- There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/.☆21Apr 12, 2023Updated 3 years ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Nov 22, 2019Updated 6 years ago
- Enhanced AI-assisted research template with agentic capabilities☆72Sep 30, 2026Updated last week
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆34Feb 28, 2024Updated 2 years ago
- critical line algorithm for efficient frontier☆23Oct 2, 2026Updated last week
- A machine learning library for economics and finance☆40Aug 27, 2026Updated last month
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Statistical inference for Sharpe ratios: probabilistic Sharpe ratio, minimum track record length, and FDR/FWER corrections for screening …☆24Updated this week
- This repo contains the link tables between ISIN and many other company/security identity codes.☆85Jul 13, 2026Updated 2 months ago
- My master's thesis research on trends in futures. Live paper trading currently running here:☆84Updated this week
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆377May 29, 2026Updated 4 months ago
- ☆12Jan 16, 2025Updated last year
- Macro Framework Forecasting☆27Updated this week
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆28Jun 16, 2025Updated last year
- Simple and efficient access to Yahoo Finance's screener API for querying and retrieval of financial data.☆21Sep 5, 2026Updated last month
- Machine Learning for Computational Economics (2026 Course)☆22Jan 22, 2026Updated 8 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- This repository stores the source code for the Python and R projects used to access the database.☆28Oct 2, 2026Updated last week
- Quantitative finance library in Rust for derivatives pricing, curve bootstrapping, risk factor simulations, and XVA, all with AD support.☆26Updated this week
- ☆23Jul 7, 2026Updated 3 months ago
- ☆53May 8, 2026Updated 5 months ago
- qmoms package to compute option-implied moments from surface data☆30Feb 26, 2026Updated 7 months ago
- Learn Python for Economic Computation☆15Sep 8, 2026Updated last month
- Python Framework for DSGE Modeling☆17Updated this week
- AI-Augmented Replication Package: 0DTE Trading Rules — Tail Risk, Implementation, and Tactical Timing☆60Aug 26, 2026Updated last month
- Network analysis of the characters of the popular novel "Harry Potter" and their relationships☆10Jun 5, 2020Updated 6 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Python versions of exercises from the CORE Econ textbook☆14Aug 25, 2023Updated 3 years ago
- 8-step pipeline for evaluating PhD research ideas to top-3 finance journal quality. Works with any AI coding assistant.☆143Mar 12, 2026Updated 6 months ago
- ☆10Jul 29, 2020Updated 6 years ago
- Econometric functionality in Julia☆11Dec 9, 2015Updated 10 years ago
- Reproduce Jupyter Notebooks inside Docker Containers.☆12Nov 2, 2023Updated 2 years ago
- Python input file generators for Avogadro 2☆16Sep 23, 2026Updated 2 weeks ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago