Alternatives and similar repositories for SeekingAlpha-Scraper

Users that are interested in SeekingAlpha-Scraper are comparing it to the libraries listed below

• RCJansonVTFL / SeekingAlphaWebScrape
  Code I built from scratch to scrape Seeking Alpha earnings call transcripts, organized the data in data frames, and stored the final data…
  ☆31Updated 4 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆98Updated last year
• rflugum / 10K-MDA-Section
  Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements
  ☆77Updated 3 years ago
• leoliu0 / cik-cusip-mapping
  provide cik to cusip links using 13G and 13D filings
  ☆171Updated 7 months ago
• nilijing / Earnings_Call_Analyzed_By_NLP
  Earnings Call Sentiment Analysis. This repository includes my work on extracting the focus area of companies from their earnings calls tr…
  ☆15Updated 4 years ago
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆336Updated 8 months ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆48Updated 2 years ago
• mk0417 / open-asset-pricing-download
  ☆51Updated 2 weeks ago
• gtfintechlab / fomc-hawkish-dovish
  Codebase for FOMC-NLP, accepted at ACL 2023 (main)
  ☆62Updated 10 months ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆99Updated 2 months ago
• gaulinmp / wrds
  Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
  ☆11Updated 11 years ago
• LemaireJean-Baptiste / eventstudy
  Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
  ☆69Updated last year
• Stanford-Advanced-Fintech-Lab / missing_data_core
  This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…
  ☆12Updated last year
• textualfactor / Text_Analysis
  Code for Textual Factor Framework in Cong, Liang and Zhang 2019
  ☆17Updated last year
• michaelewens / MD-A-10-K-data
  MD&A sections from 10-Ks; 2002-2018
  ☆36Updated 11 months ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆77Updated 2 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆35Updated 2 years ago
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆39Updated 3 months ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆20Updated last year
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆242Updated 3 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆140Updated 4 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆135Updated 4 years ago
• wharton / wrds
  Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe.
  ☆143Updated 3 months ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• velikov-mihail / AI-Powered-Scholarship
  Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship
  ☆61Updated 2 weeks ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆14Updated last year
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago