cagdemir / firm-characteristics-calculationLinks
Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS
☆14Updated 5 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
Sorting:
- Imputing missing stock anomalies data with EM implementation☆12Updated last year
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆31Updated 2 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆15Updated 4 years ago
- ☆9Updated 5 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆12Updated 2 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- ☆38Updated 3 months ago
- Replication of momentum strategy☆18Updated 2 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆18Updated 10 months ago
- ☆25Updated 2 weeks ago
- ☆23Updated 7 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- ☆39Updated 6 years ago
- ☆16Updated 11 months ago
- ☆28Updated 4 years ago
- Q-quant和因子投资实证汇总☆20Updated 3 years ago
- Replication of https://ssrn.com/abstract=3984925☆37Updated 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…☆11Updated 2 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- ☆22Updated 3 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆14Updated 8 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆31Updated 2 years ago
- Code and documents from Econ 690 at Duke☆9Updated 3 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆29Updated 4 years ago
- This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data int…☆12Updated 4 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago