Alternatives and similar repositories for AssayingAnomalies

Users that are interested in AssayingAnomalies are comparing it to the libraries listed below

• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆51Updated 10 months ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year
• velikov-mihail / AI-Powered-Scholarship
  Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship
  ☆58Updated 7 months ago
• iangow / wrds_pg
  Code to get data from WRDS to PostgreSQL
  ☆49Updated last week
• KMueller-Lab / Global-Macro-Database
  This repository includes replication code and raw data used in the construction of the Global Macro Database.
  ☆153Updated last month
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• mk0417 / open-asset-pricing-download
  ☆50Updated 6 months ago
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆21Updated last year
• ZhangZhiHu / assetPricing
  ☆23Updated 8 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• bashtage / mfe-toolbox
  ☆108Updated 3 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆103Updated 6 years ago
• johruf / CRSP_on_WRDS_introduction
  ☆20Updated last year
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆95Updated last year
• michaelewens / MD-A-10-K-data
  MD&A sections from 10-Ks; 2002-2018
  ☆35Updated 9 months ago
• romainlafarguette / granulariv
  Granular instrumental variables, using Gabaix and Koijen paper (2020)
  ☆20Updated 3 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆26Updated 2 years ago
• czi-finance / wrds_sample_code
  Sample SAS programs that process WRDS data and facilitate econometric analysis
  ☆16Updated 4 years ago
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆323Updated 5 months ago
• textualfactor / Text_Analysis
  Code for Textual Factor Framework in Cong, Liang and Zhang 2019
  ☆14Updated last year
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• theisij / ml-and-the-implementable-efficient-frontier
  Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)
  ☆16Updated 5 months ago
• goutham-fin / BCF-Workshop
  Materials for the mini-course on deep learning and macro-finance.
  ☆22Updated last year
• mschwedeler / firmlevelrisk
  Example code to create firm level risk in Hassan et al. (2020)
  ☆53Updated 3 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆73Updated 2 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆50Updated last year
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆34Updated 2 years ago
• GiulioRossetti94 / PyBondLab
  ☆27Updated last month