Alternatives and similar repositories for FOMC-Statements-Minutes-Scraper:

Users that are interested in FOMC-Statements-Minutes-Scraper are comparing it to the libraries listed below

• David-Woroniuk / FedTools
  An open source library for the extraction of Federal Reserve Data.
  ☆21Updated last year
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆32Updated 6 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆48Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• ali-aka-ahmed / FOMCTranscriptAnalysis
  Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…
  ☆27Updated 7 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆19Updated last year
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆17Updated 2 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆88Updated 2 months ago
• yye9701 / KR_example
  ☆22Updated 3 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆19Updated 3 years ago
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 6 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆28Updated 4 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆17Updated 4 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆53Updated this week
• chardonnensp / Datastream-Worldscope-fundamental-dataset
  This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data int…
  ☆12Updated 4 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆35Updated 9 years ago
• anhdanggit / volatility-garch-VaR
  Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
  ☆21Updated 6 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆37Updated 11 months ago
• anre005 / pinbasic
  R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
  ☆13Updated 2 years ago
• JustinMShea / ExpectedReturns
  ☆47Updated 7 months ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆35Updated 5 years ago
• iangow / edgar
  Code to manage data related to SEC EDGAR
  ☆30Updated 2 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆31Updated last week