Alternatives and similar repositories for PINstimation

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

• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆159Updated last year
• JustinMShea / ExpectedReturns
  ☆51Updated last week
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆30Updated 3 years ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆13Updated last year
• 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
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆95Updated 6 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆28Updated 4 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆115Updated 2 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated last month
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆22Updated last month
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆62Updated 3 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆35Updated 9 years ago
• shuangology / Probability-of-Informed-Trading
  Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…
  ☆42Updated 4 years ago
• GiulioRossetti94 / PyBondLab
  ☆27Updated last month
• Bazman76 / ilmanen_expected_returns
  ☆16Updated 3 years ago
• wilsonfreitas / oplib
  Option Volatility and Pricing Models.
  ☆12Updated 5 months ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last year
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆37Updated 4 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated 11 months ago
• RasLillebo / HighFrequencyEconometrics-HAR-vs.-Neural-Networks
  Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…
  ☆19Updated 4 years ago
• JellalYu / Multivariate-DCC-GARCH-model
  Multivariate DCC-GARCH model
  ☆16Updated 6 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• keyvantaj / Quantitative
  Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model
  ☆46Updated 4 years ago