Alternatives and similar repositories for ECON424

Users that are interested in ECON424 are comparing it to the libraries listed below

• open-source-modelling / Nelson_Siegel_Svansson_python
  Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
  ☆17Updated last year
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• ymlai87416 / ComputationalFinance_notebook
  Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot
  ☆11Updated 7 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.
  ☆53Updated last year
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆41Updated 5 years ago
• ZhangZhiHu / assetPricing
  ☆24Updated 8 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆32Updated 4 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆19Updated 3 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆24Updated 4 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆36Updated 9 years ago
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆30Updated 3 years ago
• edoberton / heston_nandi_garch
  Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…
  ☆15Updated 4 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆19Updated 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
• QuantEcon / dynamic_factor_models
  ☆41Updated 6 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• JustinMShea / ExpectedReturns
  ☆55Updated 4 months ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆44Updated 4 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), …
  ☆52Updated 7 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆15Updated 3 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 6 months ago
• MathePhysics / UROP-2022
  Option Pricing with Machine Learning Methods
  ☆15Updated last year
• GiulioRossetti94 / PyBondLab
  ☆33Updated 5 months ago
• arpitrage / Dividend_Strip
  Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburg…
  ☆22Updated 4 years ago
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆25Updated last year
• theisij / ml-and-the-implementable-efficient-frontier
  Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)
  ☆20Updated 9 months ago
• 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…
  ☆40Updated last week