mk0417 / open-asset-pricing-downloadLinks
☆52Updated last month
Alternatives and similar repositories for open-asset-pricing-download
Users that are interested in open-asset-pricing-download are comparing it to the libraries listed below
Sorting:
- Calculate U.S. equity (portfolio) characteristics☆103Updated last year
- ☆77Updated 2 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆42Updated 2 years ago
- Python Nowcasting☆130Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆60Updated 2 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆53Updated last year
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆345Updated 9 months ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- qmoms package to compute option-implied moments from surface data☆24Updated last year
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- ☆31Updated 5 months ago
- Nowcasting☆225Updated 6 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- Financial research data services for academics.☆98Updated 3 months ago
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆26Updated last year
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆19Updated 9 months ago
- ☆109Updated 3 years ago
- Replication of momentum strategy☆18Updated 3 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Updated 2 years ago
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆62Updated 11 months ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆143Updated 4 years ago
- Resources for a PhD class module focused on anomalies.☆17Updated last year
- Instrumented Principal Components Analysis☆243Updated 3 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 3 years ago
- Code to get data from WRDS to PostgreSQL☆51Updated 3 months ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆36Updated 2 years ago
- code for turning data sets into trading strategies☆38Updated this week
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆18Updated last year