raymond180 / FINRA_TRACE
Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version
☆15Updated 3 months ago
Related projects: ⓘ
- This repository has code to scrape FINRA Trade data☆9Updated 4 years ago
- Python web crawler to pull fund holdings from the SEC EDGAR database☆31Updated 4 years ago
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆9Updated last year
- Code to manage data related to SEC EDGAR☆31Updated 2 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 6 years ago
- Python library for interacting with EDGAR.☆40Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Tools for analysis and review of FDIC call report data☆28Updated last year
- API Wrapper for the FINRA Query API☆9Updated last year
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆126Updated 5 years ago
- Code to manage data related to SEC filings on EDGAR.☆18Updated last year
- Download and parse credit rating history files that US rating agencies generate each month in accordance with SEC Rule 17g-7☆47Updated last year
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆64Updated last week
- This program is used to parse and extract information from SC13D filings from SEC EDGAR database for the further study of trading activit…☆10Updated 5 years ago
- A bot for collecting Earnings Announcement Transcripts from SeekingAlpha.com☆22Updated last year
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆102Updated 2 years ago
- R code to copy select 10-X report files to your main Google Drive folder for text / sentiment analysis. CC-BY-4.0 License☆14Updated 5 years ago
- Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburg…☆21Updated 3 years ago
- Actuarial cash flow model☆19Updated 7 years ago
- My replication of financial papers.☆17Updated 6 years ago
- ☆33Updated 2 years ago
- An animated visualization of the US Treasury yield curve from January 1965 to the present.☆15Updated 2 years ago
- A simple tool-kit written in python for sourcing and displaying macroeconomic and financial data.☆14Updated this week
- Teaching Resources for Cuemacro courses☆52Updated 4 months ago
- Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…☆31Updated 4 years ago
- Securities and Exchange Commission utility package for dealing with Edgar database. Includes methods to download index files and SEC file…☆34Updated 3 years ago
- A convenient class for scraping all the existing FOMC meeting statements☆30Updated 11 months ago
- MD&A sections from 10-Ks; 2002-2018☆31Updated 10 months ago
- Python programs for constructing various economic datasets☆50Updated 5 months ago
- A Python module for easily retrieving and manipulating data series from Federal Reserve Economic Data (FRED)☆49Updated last month