A package to sort stocks into portfolios and calculate weighted-average returns.
☆18Jul 24, 2022Updated 3 years ago
Alternatives and similar repositories for portsort
Users that are interested in portsort 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
- Python/Stata Package for Stochastic Dominance Test☆14Jan 26, 2026Updated 3 months ago
- Copula-GP model☆16Oct 23, 2023Updated 2 years ago
- Resources for a PhD class module focused on anomalies.☆20Jun 7, 2024Updated last year
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 3 years ago
- Name matching algorithm for company and people name in English☆15Dec 3, 2023Updated 2 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Jun 14, 2024Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Feb 9, 2021Updated 5 years ago
- ☆25Sep 19, 2021Updated 4 years ago
- Generalized Method of Moments estimation☆14Mar 23, 2025Updated last year
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Dec 21, 2023Updated 2 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- An R package for causal discovery in heavy-tailed models☆12Apr 22, 2024Updated 2 years ago
- Classical Fama French Three Factor Model.☆23Sep 19, 2020Updated 5 years ago
- the codes and some preliminary progress in the work of robust stochastic portfolio optimization☆11Oct 15, 2020Updated 5 years ago
- 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
- ☆17Nov 17, 2021Updated 4 years ago
- A lean package to estimate financial asset betas☆13Feb 12, 2023Updated 3 years ago
- Code and data for "Stochastic Optimal Control of Epidemic Processes in Networks", ML4H at NeurIPS 2018☆12Feb 10, 2023Updated 3 years ago
- Generalized Autoregressive Score Models in R☆16Aug 17, 2025Updated 8 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- This repository provides the replication code for the analysis results in Kelly, B., Papanikolaou, D., Seru, A. and Taddy, M., 2021. Amer…☆24Sep 10, 2023Updated 2 years ago
- ☆13Mar 11, 2023Updated 3 years ago
- Python library for multivariate dependence modeling with Copulas☆118Jun 11, 2024Updated last year
- Instrumented Principal Components Analysis☆259Aug 15, 2022Updated 3 years ago
- ☆14Apr 1, 2019Updated 7 years ago
- Counterfactual Explanations for Time Series Forecasting (ICDM 2023)☆16Feb 14, 2024Updated 2 years ago
- Behavioral Economics and Finance Python Notebooks☆21Mar 26, 2019Updated 7 years ago
- ☆14Mar 24, 2013Updated 13 years ago
- Python package to interact with Factiva news-related APIs. Services are described in the Dow Jones Developer Platform.☆18Feb 15, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆17Oct 16, 2019Updated 6 years ago
- A shiny application to explore the basics of option evaluation☆15Sep 19, 2017Updated 8 years ago
- GAP Safe Screening Rules for Sparse-Group Lasso.☆15Jul 24, 2018Updated 7 years ago
- Code Repository for MS20190155☆163Apr 17, 2024Updated 2 years ago
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆20May 23, 2021Updated 4 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆46Jan 13, 2021Updated 5 years ago