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
  ☆95Updated last year
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆127Updated 4 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆94Updated 7 months ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆73Updated 2 years ago
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆323Updated 5 months ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆44Updated last year
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆21Updated last year
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆52Updated 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
• GiulioRossetti94 / PyBondLab
  ☆27Updated last month
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆13Updated last year
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆103Updated 6 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆34Updated 2 years ago
• theisij / ml-and-the-implementable-efficient-frontier
  Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)
  ☆16Updated 5 months ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆135Updated 4 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆232Updated 3 years ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆36Updated this week
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆40Updated 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…
  ☆39Updated last month
• LemaireJean-Baptiste / eventstudy
  Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
  ☆68Updated last year
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆30Updated 3 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆61Updated last year
• gtfintechlab / fomc-hawkish-dovish
  Codebase for FOMC-NLP, accepted at ACL 2023 (main)
  ☆62Updated 8 months ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆62Updated 3 years ago