Alternatives and similar repositories for wisecourse1415:

Users that are interested in wisecourse1415 are comparing it to the libraries listed below

• hmamaysky / MSFE-Information
  Info for Columbia Business School MSFE students
  ☆17Updated 10 months ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆17Updated 4 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆102Updated 5 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 7 months ago
• JustinMShea / ExpectedReturns
  ☆44Updated 7 months ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆48Updated 6 years ago
• johruf / CRSP_on_WRDS_introduction
  ☆18Updated last year
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆215Updated last year
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years ago
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆16Updated 4 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆50Updated 7 months ago
• davidjsmith44 / NLP-Fed-Speeches
  Economic Impact of Federal Reserve Speeches and Press Releases
  ☆13Updated 5 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆18Updated last year
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆32Updated 2 years ago
• MLFBG / MachineLearningInFinance
  ☆19Updated last year
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆48Updated 5 months ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆35Updated last year
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆16Updated 10 months ago
• patrick-t98 / quantitative-finance-notebooks
  A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
  ☆16Updated 3 months ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆70Updated 2 years ago
• LechGrzelak / Computational-Finance-Course
  Here you will find materials for the course of Computational Finance
  ☆412Updated last year
• KevinKuo41 / Sentiment_Analysis_On_Financial_News_Headlines_With_BERT_And_FinBERT
  Sentiment Analysis On Financial News Headlines With BERT & FinBERT
  ☆10Updated 2 years ago
• yc-liu / readings
  ☆80Updated 6 years ago
• JackJacquier / python-for-finance
  Python for Finance module for Imperial MSc in Mathematics and Finance
  ☆96Updated 4 months ago
• gtfintechlab / fomc-hawkish-dovish
  Codebase for FOMC-NLP, accepted at ACL 2023 (main)
  ☆54Updated 3 months ago
• ralphkoijen / demand_asset_pricing
  ☆15Updated 4 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆41Updated last year
• yangycpku / macro_ML
  Course Website on Macroeconomic Analysis with Machine Learning and Big Data
  ☆117Updated last year
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆115Updated last year