Alternatives and similar repositories for momentum

Users that are interested in momentum are comparing it to the libraries listed below

• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 8 years ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆95Updated last year
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆39Updated last month
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆51Updated 10 months ago
• mk0417 / Empirical-finance-data-tools
  Codes to clean data and construct variables for empirical finance.
  ☆11Updated 3 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆24Updated 3 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆13Updated last year
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆73Updated 2 years ago
• mk0417 / open-asset-pricing-download
  ☆51Updated 6 months ago
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆30Updated 3 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆34Updated 2 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆20Updated last year
• mgao6767 / frds
  Financial research data services for academics.
  ☆94Updated 7 months ago
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆26Updated 2 years ago
• JustinMShea / ExpectedReturns
  ☆52Updated 3 weeks ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆41Updated 7 years ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆127Updated 4 years ago
• gaulinmp / wrds
  Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
  ☆10Updated 11 years ago
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• GiulioRossetti94 / PyBondLab
  ☆27Updated 2 months ago
• ralphkoijen / demand_asset_pricing
  ☆15Updated 4 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆104Updated 6 years ago
• jstriaukas / midasmlpy
  Python implementation of the midasml approach
  ☆26Updated 3 months ago