The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
☆22Oct 29, 2019Updated 6 years ago
Alternatives and similar repositories for fintools
Users that are interested in fintools are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 6 years ago
- Fama French 3 Factor Model☆42Feb 3, 2016Updated 10 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆17Oct 16, 2019Updated 6 years ago
- Utilizing deep learning techniques to predict Bitcoin price movements based on historical data and relevant market indicators.☆11Jun 22, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 一个基于中国市场的Fama-French五因子实证研究☆41Jul 18, 2022Updated 3 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- ☆13May 15, 2015Updated 11 years ago
- ☆10Apr 5, 2022Updated 4 years ago
- Extensive Data Manipulation Exercise using Pandas for Introduction to Data Science in Python by University of Michigan (hosted by Courser…☆12Jul 3, 2023Updated 2 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆10May 17, 2026Updated last week
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆15Mar 11, 2019Updated 7 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Equity return and characteristics of China A-Share market☆31Dec 21, 2023Updated 2 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- 一个使用 PaddleSpeech 和 Streamlit 开发的中文语音识别与转写工具，可以将 MP3 格式的录音文件转换为带标点的文字。☆14Apr 10, 2023Updated 3 years ago
- Implement different variants of gradient descent in python using numpy☆11Apr 23, 2019Updated 7 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- Files for the assignments of the "Managing Big Data with MySQL" Coursera course by Duke University☆15Mar 3, 2019Updated 7 years ago
- 刘海洋《LaTeX入门》配书670案例☆17Sep 17, 2020Updated 5 years ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- Fama French Industry Classification☆15Aug 12, 2025Updated 9 months ago
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- 基于Solidity语言的，适用于供应链金融场景的智能合约示例☆24Aug 9, 2017Updated 8 years ago
- Complete solutions to Duke University's Managing Big Data w SQL Course (2017)☆17Sep 10, 2017Updated 8 years ago
- In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models an…☆14Jun 12, 2021Updated 4 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆18Jul 24, 2022Updated 3 years ago
- Stochastic model specification search for TVP-VAR-SV☆29Oct 30, 2020Updated 5 years ago
- Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC☆32Nov 10, 2021Updated 4 years ago
- Behavioral Economics and Finance Python Notebooks☆21Mar 26, 2019Updated 7 years ago
- Shiny app for IFRS provisioning and estimated loss report☆10Jun 10, 2021Updated 4 years ago
- In this article, you will learn how to set up a real-time data processing and analytics environment using Docker, MySQL, Redpanda, MinIO,…☆11Jun 27, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 零基础入门Java编程语言教程 by 程谱 Code Recipe，适合初学者学习Java语言使用，支持用来备考AP哦~☆11May 17, 2018Updated 8 years ago
- Applying the Fama Three-factor Model to the Chinese stock market. Verifying the validity of the model. The operation of the data is mainl…☆21Apr 12, 2019Updated 7 years ago
- A python library for generating macro-economic scenarios☆11Dec 17, 2024Updated last year
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- rqalpha拓展数据和事件源，支持分钟级别回测，实时交易，支持quantos数据源☆101Apr 23, 2019Updated 7 years ago
- A Python function for bootstrapping☆10Nov 5, 2019Updated 6 years ago
- ☆21Jul 12, 2022Updated 3 years ago