rsvp / awesome-economicsLinks
Crowd-sourced links for economists, esp. in financial economics with computational interests.
☆24Updated 6 years ago
Alternatives and similar repositories for awesome-economics
Users that are interested in awesome-economics are comparing it to the libraries listed below
Sorting:
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆137Updated 6 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆46Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 3 years ago
- Teaching Resources for Cuemacro courses☆55Updated 8 months ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- ☆86Updated 6 years ago
- Data Analysis Studies on Value Investing☆90Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- ☆106Updated 8 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- ☆31Updated 2 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated 4 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆169Updated 7 years ago
- generic project files☆39Updated 9 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 3 years ago
- This project tries to replicate hedge funds returns.☆25Updated 6 years ago
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆177Updated 2 years ago
- Standardised Bloomberg Fixed Income Processing☆22Updated 5 years ago
- Quantitative finance research notebooks☆23Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆131Updated 6 years ago