Alternatives and similar repositories for flex-mining

Users that are interested in flex-mining are comparing it to the libraries listed below

• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆22Updated last year
• GiulioRossetti94 / PyBondLab
  ☆28Updated 4 months ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• mk0417 / open-asset-pricing-download
  ☆52Updated 3 weeks ago
• JustinMShea / ExpectedReturns
  ☆55Updated 3 months ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆77Updated 2 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆52Updated last year
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆39Updated 4 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆140Updated 4 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆63Updated 3 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆100Updated last year
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆39Updated last year
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆60Updated 2 years 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), …
  ☆51Updated 7 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆14Updated last year
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆35Updated 9 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆50Updated last year
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆43Updated 4 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆98Updated 2 months ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆119Updated 4 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆132Updated 4 years ago
• andrequant / MPT_BlackLitterman
  Implementation of Modern Portfolio Theory and Black Litterman Model
  ☆18Updated 3 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 3 years ago