vgreg / MeatPy
Market Empirical Analysis Toolbox for Python
☆24Updated 10 months ago
Alternatives and similar repositories for MeatPy:
Users that are interested in MeatPy are comparing it to the libraries listed below
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- ☆18Updated 3 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆14Updated 4 years ago
- EDGAR filings downloader and analyzer☆17Updated last year
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- ☆16Updated 9 months ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆16Updated 2 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆18Updated last year
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- Behavioral Economics and Finance Python Notebooks☆19Updated 5 years ago
- ☆28Updated 4 years ago
- Scraper/Parser of Fundamental Financial Data for US companies☆21Updated 5 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- MD&A sections from 10-Ks; 2002-2018☆33Updated 4 months ago
- An open source library for the extraction of Federal Reserve Data.☆21Updated last year
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Updated 5 years ago
- ☆22Updated 2 years ago
- Parameters for intangible capital accumulation and data on intangible stocks (Ewens, Peters and Wang (2020))☆14Updated last year
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago
- ☆37Updated 10 months ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆18Updated 8 months ago
- Pricing the Term Structure with Linear Regressions☆37Updated 7 years ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆13Updated 2 years ago
- Python web crawler to pull fund holdings from the SEC EDGAR database☆32Updated 4 years ago
- Analyze central bank announcements☆68Updated last year
- Python modules for time-series analysis and empirical asset pricing.☆17Updated 4 years ago