Alternatives and similar repositories for macrobond-data-api:

Users that are interested in macrobond-data-api are comparing it to the libraries listed below

• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆37Updated 7 months ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆107Updated this week
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆116Updated last year
• rodler / quantinsti_statarb
  ☆57Updated last year
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆47Updated last year
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆111Updated 11 months ago
• sitmo / CQF
  Notes and code fragments of CQF lectures.
  ☆15Updated 2 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆59Updated 6 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆151Updated last month
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆116Updated 4 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆36Updated 3 years ago
• oronimbus / tactical-asset-allocation
  Implements different approaches to tactical and strategic asset allocation
  ☆30Updated last month
• deepintomlf / mlfbook
  ☆70Updated 3 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆84Updated 4 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆115Updated this week
• tsando / CQF
  Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
  ☆34Updated 6 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 8 years ago
• Leefinance / Quantitative-finance-papers-using-deep-learning
  ☆142Updated last year
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆59Updated 3 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆77Updated 6 months ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• rodler / Quantinsti_RL
  ☆36Updated 3 years ago
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 4 years ago
• iankhr / armagarch
  ARMA-GARCH
  ☆94Updated last year
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆59Updated last month
• RobertYip / Python-Fama-French-Quant-model
  Fama French model on a subset of Canadian Equity data with Python
  ☆45Updated 5 years ago
• IanLKaplan / pairs_trading
  ☆26Updated last year
• Carlossn / Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks
  CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…
  ☆15Updated 5 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆36Updated 7 years ago
• GrovesD2 / twitter_demos
  A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi
  ☆55Updated last year