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.
  ☆23Updated 2 years ago
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 7 years ago
• JonnyFLDN / Federal-Reserve-Minutes-Topic-and-Sentiment-Modelling
  ☆21Updated 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…
  ☆27Updated 3 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆34Updated 9 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆118Updated 4 years ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆63Updated 3 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆98Updated last month
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆50Updated 7 years ago
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆55Updated 6 months ago
• 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
• JustinMShea / ExpectedReturns
  ☆55Updated 2 months ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 8 years ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 5 years ago
• WenqiAngieWu / Betting-Against-Beta
  This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
  ☆21Updated 3 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• LemaireJean-Baptiste / eventstudy
  Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
  ☆68Updated last year
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆50Updated 5 years ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆37Updated last week
• gaulinmp / wrds
  Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
  ☆11Updated 11 years ago
• dongxy1014 / Bond-Risk-Premia
  Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python
  ☆12Updated 2 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆98Updated last year
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆43Updated 4 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• JellalYu / Multivariate-DCC-GARCH-model
  Multivariate DCC-GARCH model
  ☆16Updated 7 years ago