mk0417 / momentumView external linksLinks
Replication of momentum strategy
☆20Jun 14, 2022Updated 3 years ago
Alternatives and similar repositories for momentum
Users that are interested in momentum are comparing it to the libraries listed below
Sorting:
- Codes to clean data and construct variables for empirical finance.☆12Sep 14, 2021Updated 4 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated last year
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Jan 12, 2026Updated last month
- Create translation files between capital IQ conference call participants and IBES analysts☆12Sep 14, 2025Updated 5 months ago
- My Personal Site☆12May 15, 2023Updated 2 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18May 16, 2020Updated 5 years ago
- Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP☆21Aug 15, 2017Updated 8 years ago
- ☆10Jan 25, 2023Updated 3 years ago
- Utilities for data munching with WRDS SAS☆22Oct 1, 2014Updated 11 years ago
- Calculate U.S. equity (portfolio) characteristics☆107Aug 9, 2024Updated last year
- ☆55Aug 12, 2025Updated 6 months ago
- ☆10Jan 16, 2025Updated last year
- Estimating and Forecasting Macroeconomics Variable Using Time Varying Parameters (TVP) Factor Augmented Vector Autoregression (FAVAR)☆15May 4, 2025Updated 9 months ago
- A Visual Programming Language for Cryptocurrency Trading Strategies on Bybit☆26Jul 7, 2025Updated 7 months ago
- Python implementation for regime-dependent portfolio optimization☆14Oct 14, 2023Updated 2 years ago
- Julia code for an upper level undergraduate macroeconomics course.☆10May 18, 2022Updated 3 years ago
- A convenient class for scraping all the existing FOMC meeting statements☆31Sep 25, 2023Updated 2 years ago
- ☆10Jul 30, 2025Updated 6 months ago
- This is the official repository for the paper "Words That Unite The World: A Unified Framework for Deciphering Global Central Bank Commun…☆17Oct 19, 2025Updated 3 months ago
- Google Ticker Stock SVI (TS-SVI)☆16Dec 16, 2024Updated last year
- Solutions for Andrej Karpathy's "Neural Networks: Zero to Hero" course☆11Mar 3, 2024Updated last year
- RBC Model Jupyter Notebook☆10Feb 27, 2019Updated 6 years ago
- Deep dive into stock portfolio☆14Mar 20, 2023Updated 2 years ago
- Course materials for "Data Science for Public Policy", University of Tokyo☆28Jun 30, 2025Updated 7 months ago
- A small framework to benchmark forecasting models via backtesting☆13Nov 25, 2023Updated 2 years ago
- A Thunderbird extension to enable one-click dialing direct from your address book☆12Oct 8, 2021Updated 4 years ago
- Functions for extracting commonly used linguistic features from text.☆12Nov 2, 2025Updated 3 months ago
- This repository has code to scrape FINRA Trade data☆10Oct 15, 2019Updated 6 years ago
- Explore Discretionary Accruals Interactively☆10May 7, 2019Updated 6 years ago
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆40Dec 16, 2025Updated 2 months ago
- python library for visualization string edit distance☆10Oct 15, 2021Updated 4 years ago
- Extracting text from the 10-K filings on SEC's EDGAR☆10May 25, 2014Updated 11 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- ☆12May 20, 2023Updated 2 years ago
- ☆10Jul 29, 2020Updated 5 years ago
- RESTful API for trading stocks (single or pairs), deployed on Heroku☆14Nov 7, 2023Updated 2 years ago
- Dynamic Programming and Computational Economics☆13Sep 6, 2023Updated 2 years ago
- A Quantitative Pre-Trading Research tool for stocks, Crypto, Govt Bonds and ETFs hosted on AWS EC2 - Migration to JS ongoing☆15Dec 15, 2025Updated 2 months ago