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

• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆105Updated last year
• theisij / ml-and-the-implementable-efficient-frontier
  Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)
  ☆20Updated 9 months ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆43Updated 2 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆78Updated 3 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆130Updated 4 years ago
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆25Updated last year
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆60Updated 2 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆19Updated 3 years ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆53Updated last year
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆348Updated 9 months ago
• GiulioRossetti94 / PyBondLab
  ☆33Updated 5 months ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• Moritz-Pfeifer / CentralBankRoBERTa
  CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…
  ☆28Updated last year
• mgao6767 / frds
  Financial research data services for academics.
  ☆98Updated 3 months ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆19Updated last year
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆108Updated 6 years ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆38Updated 3 weeks ago
• bashtage / mfe-toolbox
  ☆109Updated 4 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆245Updated 3 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆15Updated last year
• FRBNY-TimeSeriesAnalysis / Nowcasting
  Nowcasting
  ☆225Updated 6 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆36Updated 2 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆143Updated 4 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆41Updated last week
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆53Updated last year
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• 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 …
  ☆27Updated 2 years ago