mgao6767 / frdsView external linksLinks
Financial research data services for academics.
☆98Sep 4, 2025Updated 5 months ago
Alternatives and similar repositories for frds
Users that are interested in frds are comparing it to the libraries listed below
Sorting:
- Stata command to perform specification curve analysis and generate output plots.☆18Feb 5, 2025Updated last year
- EDGAR filings downloader and analyzer☆18Feb 6, 2024Updated 2 years ago
- ☆10Jul 30, 2025Updated 6 months ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Oct 13, 2022Updated 3 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…☆41Aug 19, 2020Updated 5 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆63Jan 19, 2026Updated 3 weeks ago
- Examples of nautilus script☆39Oct 6, 2025Updated 4 months ago
- ☆24Jan 26, 2020Updated 6 years ago
- This repository has code to scrape FINRA Trade data☆10Oct 15, 2019Updated 6 years ago
- ☆71Jun 13, 2025Updated 8 months ago
- Hexital - Incremental Technical Analysis Library☆26Jan 28, 2026Updated 2 weeks ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆45Jan 26, 2023Updated 3 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Dec 17, 2025Updated last month
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)☆11Mar 15, 2014Updated 11 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Nov 10, 2024Updated last year
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Nov 14, 2021Updated 4 years ago
- ☆11Sep 6, 2023Updated 2 years ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆13Feb 15, 2025Updated 11 months ago
- Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'☆17Jul 17, 2020Updated 5 years ago
- EAA - Python Primer for Accounting Research☆13Feb 15, 2022Updated 3 years ago
- Codes to clean data and construct variables for empirical finance.☆12Sep 14, 2021Updated 4 years ago
- A collection of helpful polars plugins and functions for market data processing.☆61Sep 2, 2025Updated 5 months ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆12Jan 3, 2023Updated 3 years ago
- The lite version of the package pydlm. A lite yet powerful Bayesian dynamic modeling library☆12Jul 5, 2018Updated 7 years ago
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆12Jul 14, 2023Updated 2 years ago
- Systematic trading in Python☆12Updated this week
- Matteo Iacoviello's personal webpage☆12Updated this week
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- Python Monte Carlo Scenario Generator☆14Dec 30, 2025Updated last month