Alternatives and similar repositories for Python-tutorials_timeseries_for_finance

Users that are interested in Python-tutorials_timeseries_for_finance are comparing it to the libraries listed below

• ZhangZhiHu / assetPricing
  ☆24Updated 8 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆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.
  ☆54Updated last year
• mk0417 / momentum
  Replication of momentum strategy
  ☆20Updated 3 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆78Updated 3 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆27Updated 2 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆109Updated 6 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆28Updated 7 years ago
• ralphkoijen / demand_asset_pricing
  ☆15Updated 5 years ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆107Updated last year
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆32Updated 4 years ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆44Updated 2 years ago
• xuruilong100 / EFRMinPython
  Elements of Financial Risk Management in Python
  ☆12Updated 5 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆36Updated 2 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆15Updated last year
• bashtage / mfe-toolbox
  ☆109Updated 4 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆37Updated 9 years ago
• QuantEcon / dynamic_factor_models
  ☆41Updated 6 years ago
• goutham-fin / BCF-Workshop
  Materials for the mini-course on deep learning and macro-finance.
  ☆22Updated last year
• davidjsmith44 / NLP-Fed-Speeches
  Economic Impact of Federal Reserve Speeches and Press Releases
  ☆13Updated 6 years ago
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆16Updated 4 years ago
• romainlafarguette / granulariv
  Granular instrumental variables, using Gabaix and Koijen paper (2020)
  ☆20Updated 3 years ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆39Updated last month
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• 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
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆27Updated 9 years ago