Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS
☆14Mar 1, 2020Updated 6 years ago
Alternatives and similar repositories for firm-characteristics-calculation
Users that are interested in firm-characteristics-calculation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆22Feb 11, 2026Updated 6 months ago
- Empirical asset pricing via Machine Learning in the Korean market☆48Mar 1, 2024Updated 2 years ago
- Replication of momentum strategy☆23Jun 14, 2022Updated 4 years ago
- Machine learning methods for identifing investment factors☆21Nov 9, 2021Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 3 weeks ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆19Jul 24, 2022Updated 4 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- A python script to create a mapping table between I/B/E/S and Compustat☆18Oct 24, 2019Updated 6 years ago
- This is the repo accompanying the paper: "A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bit…☆12Jul 29, 2025Updated last year
- Learn Python for Economic Computation☆15Updated this week
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆54Apr 6, 2025Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Name matching algorithm for company and people name in English☆15Dec 3, 2023Updated 2 years ago
- My Personal Site☆13May 15, 2023Updated 3 years ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆28Jul 30, 2023Updated 3 years ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Aug 24, 2023Updated 3 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆38Mar 6, 2025Updated last year
- tests for cohort-level heterogeneity in panel regression☆11Mar 12, 2025Updated last year
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 3 years ago
- A Stata package for stream plots☆15Mar 24, 2025Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆378May 29, 2026Updated 3 months ago
- Python package to interact with Factiva news-related APIs. Services are described in the Dow Jones Developer Platform.☆18Feb 15, 2023Updated 3 years ago
- Generalized Method of Moments estimation☆15Mar 23, 2025Updated last year
- 10-K's Textual Analysis: A Python package parsing SEC‘s 10-K fillings in all formats(html, txt)☆16Apr 2, 2024Updated 2 years ago
- ☆17Aug 4, 2026Updated last month
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- ☆20Apr 10, 2025Updated last year
- 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
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Tools developed by the research data science team.☆19Feb 15, 2023Updated 3 years ago
- ☆63Oct 20, 2025Updated 10 months ago
- A presentation on using Emacs Org-mode for reproducible research, along with examples.☆18Dec 2, 2020Updated 5 years ago
- ☆10Nov 16, 2023Updated 2 years ago
- Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship☆90Oct 23, 2025Updated 10 months ago
- 'Portfolio Analysis, methods for portfolio optimization'☆23Jan 26, 2021Updated 5 years ago
- Visualization of the full depth of the order book along time☆21Dec 17, 2019Updated 6 years ago