Alternatives and similar repositories for sp500-scraper:

Users that are interested in sp500-scraper are comparing it to the libraries listed below

• JustinMShea / ExpectedReturns
  ☆41Updated 4 months ago
• econdb / inquisitor
  Python Interface to econdb.com API
  ☆48Updated 2 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆26Updated 9 months ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆105Updated 3 weeks ago
• braverock / FactorAnalytics
  ☆67Updated last month
• webn3ewbie / Economic-Data-Terminal
  ☆23Updated 2 years ago
• ericwbzhang / Vol_prediction
  Realized Volatility Forecasting modeling
  ☆14Updated 7 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆34Updated last year
• MikeMKH / quantitative-investment-portfolio-analytics-in-r
  Daily kata from Quantitative Investment Portfolio Analytics In R
  ☆13Updated 5 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆51Updated last week
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆35Updated 6 years ago
• bottama / Dynamic-Derivatives-Portfolio-Hedging
  Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…
  ☆49Updated 3 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆112Updated this week
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆35Updated last year
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆43Updated 5 months ago
• guiregueira / Greeks-Calculator
  These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…
  ☆15Updated 3 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆107Updated 10 months ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆62Updated 5 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 5 years ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆39Updated 3 years ago
• johnsoong216 / pymarkowitz
  Mean Variance (Markowitz) Portfolio Optimization and Beyond
  ☆60Updated 8 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆107Updated 2 years ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆58Updated last month
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆51Updated 4 months ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆36Updated 2 months ago
• ThomasWangWeiHong / Time-Series-Directional-Change-Analysis
  Python 3 source code for the implementation of the directional change analysis of financial time series data
  ☆27Updated last year
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆115Updated last year
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated 8 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated this week
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆16Updated 2 years ago