davidjsmith44 / NLP-Fed-SpeechesLinks
Economic Impact of Federal Reserve Speeches and Press Releases
☆13Updated 6 years ago
Alternatives and similar repositories for NLP-Fed-Speeches
Users that are interested in NLP-Fed-Speeches are comparing it to the libraries listed below
Sorting:
- Nowcasting☆222Updated 5 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆51Updated 10 months ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆15Updated 2 years ago
- ☆108Updated 3 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- Replication of momentum strategy☆18Updated 3 years ago
- Pricing the Term Structure with Linear Regressions☆41Updated 7 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- ☆23Updated 8 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆96Updated last year
- 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
- ☆73Updated 2 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆31Updated 3 years ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆326Updated 6 months ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆17Updated 6 months ago
- Python Nowcasting☆128Updated 4 years ago
- ☆14Updated 9 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆26Updated 3 years ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆15Updated 5 years ago
- 2018-2019 Quantitative Macroeconomics, UAB☆76Updated 6 years ago
- Financial research data services for academics.☆96Updated 2 weeks ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆21Updated last year
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆35Updated 2 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆19Updated last year