MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
☆52Jan 26, 2023Updated 3 years ago
Alternatives and similar repositories for AssayingAnomalies
Users that are interested in AssayingAnomalies are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Resources for a PhD class module focused on anomalies.☆22Jun 7, 2024Updated 2 years ago
- ☆16Sep 5, 2020Updated 6 years ago
- ☆11Oct 15, 2026Updated 3 weeks ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆14Feb 15, 2025Updated last year
- Computational Dynamics course, MSQE program☆17Apr 22, 2026Updated 6 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Code for "Methodological Uncertainty in Portfolio Sorts".☆19Jun 14, 2024Updated 2 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆382May 29, 2026Updated 5 months ago
- ☆39Apr 8, 2026Updated 7 months ago
- Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship☆91Oct 23, 2025Updated last year
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆55Oct 24, 2024Updated 2 years ago
- MD&A sections from 10-Ks; 2002-2018☆41Nov 23, 2024Updated last year
- A statistics package with a variety of bootstrap and other resampling tools☆12Jul 8, 2026Updated 4 months ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- ☆36May 23, 2025Updated last year
- Empirical Finance Course (PhD, Julia code)☆40Nov 24, 2024Updated last year
- qmoms package to compute option-implied moments from surface data☆31Oct 20, 2026Updated 3 weeks ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆1,083Oct 27, 2026Updated 2 weeks ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆26Jun 5, 2022Updated 4 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆46Mar 6, 2025Updated last year
- Several SAS Utilities, some mine, some others☆32Oct 7, 2010Updated 16 years ago
- Measuring the Market Risk Premium☆19Mar 30, 2026Updated 7 months ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆23Feb 11, 2026Updated 9 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Code to get data from WRDS to PostgreSQL☆52Nov 3, 2026Updated last week
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Empirical Data and Some Simulation Codes☆115Jun 24, 2019Updated 7 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆50Mar 1, 2024Updated 2 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- empirical asset pricing☆49Sep 23, 2023Updated 3 years ago
- Generalized Method of Moments estimation☆15Mar 23, 2025Updated last year
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆157Jul 17, 2021Updated 5 years ago
- Code to create the patent-paper-pair dataset☆11Apr 17, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆13Apr 11, 2023Updated 3 years ago
- Teaching materials for the DSE 2022 summer school at MIT on Market Design☆31Aug 25, 2022Updated 4 years ago
- ☆11Dec 31, 2023Updated 2 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆22Jul 12, 2020Updated 6 years ago
- Code examples to accompany the paper: "ChatGPT for Textual Analysis? How to use Generative LLMs in Accounting Research"☆74Jan 26, 2025Updated last year
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆25Jul 22, 2017Updated 9 years ago
- A repository for portfolio allocation based on embedding data representation☆13Oct 20, 2026Updated 3 weeks ago
Are these results useful?