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)
☆59Sep 14, 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 6 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 7 months ago
- 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.
- A convenient class for scraping all the existing FOMC meeting statements☆31Sep 25, 2023Updated 2 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 7 years ago
- Numerical Methods in Macroeconomics and Finance using Python (NHH, spring 2026)☆17Apr 8, 2026Updated 5 months ago
- Implementation of the paper Unsupervised Domain Adaptation by Backpropagation☆11Dec 1, 2018Updated 7 years ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Nov 22, 2019Updated 6 years ago
- Enhanced AI-assisted research template with agentic capabilities☆72Updated this week
- Co-pricing factor zoo☆19Apr 13, 2026Updated 5 months ago
- critical line algorithm for efficient frontier☆23Updated this week
- 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.
- Open-source options gamma exposure (GEX) & positioning dashboard — dealer GEX, max pain, open interest, IV surface. Self-hosted, Docker, …☆64Sep 8, 2026Updated last week
- Statistical inference for Sharpe ratios: probabilistic Sharpe ratio, minimum track record length, and FDR/FWER corrections for screening …☆22Updated this week
- Winter Semester Object Orientated Programming Fundamentals Course☆11Dec 6, 2017Updated 8 years ago
- BAG (BAG AMS Generator) Primitives Library for SKY130☆22May 16, 2023Updated 3 years ago
- 🛡️ Programmable Guardrails for LLM Applications in Java. A framework-agnostic toolkit for input/output validation, PII masking, and jail…☆16Apr 15, 2026Updated 5 months ago
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Bin…☆11Apr 26, 2018Updated 8 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆379May 29, 2026Updated 3 months ago
- Numerical Methods in Finance☆20Jun 8, 2018Updated 8 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Julia code for an upper level undergraduate macroeconomics course.☆10May 18, 2022Updated 4 years ago
- Macro Framework Forecasting☆26Sep 9, 2026Updated last week
- Leontief's Input-Output Model in R☆23Feb 18, 2026Updated 7 months ago
- python library for visualization string edit distance☆10Oct 15, 2021Updated 4 years ago
- 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.☆20Sep 5, 2026Updated last week
- A symbolic time series representation building Brownian bridges☆17Jul 6, 2023Updated 3 years ago
- 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 2 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.
- ☆37Apr 8, 2026Updated 5 months ago
- ☆18Oct 3, 2025Updated 11 months ago
- qmoms package to compute option-implied moments from surface data☆30Feb 26, 2026Updated 6 months ago
- all blog posts☆17Dec 30, 2023Updated 2 years ago
- A PyTorch implementation for Adversarial Discriminative Domain Adaptation.☆15Dec 5, 2018Updated 7 years ago
- AWS, Vagrant, and Spark☆21Nov 10, 2015Updated 10 years ago
- Learn Python for Economic Computation☆15Sep 8, 2026Updated last week