yukit-k / centralbank_analysisLinks
Analyze central bank announcements
☆72Updated 2 years ago
Alternatives and similar repositories for centralbank_analysis
Users that are interested in centralbank_analysis are comparing it to the libraries listed below
Sorting:
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆116Updated 7 months ago
- An open source library for the extraction of Federal Reserve Data.☆23Updated 2 years ago
- ☆21Updated 3 years ago
- Python library for asset pricing☆117Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 6 months ago
- predicting US Federal interest rate changes using the text of Fed press releases☆15Updated 2 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆35Updated 2 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated 3 months ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆68Updated last year
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Financial research data services for academics.☆98Updated last month
- Calculate U.S. equity (portfolio) characteristics☆98Updated last year
- Replication of momentum strategy☆18Updated 3 years ago
- A framework for financial systemic risk valuation and analysis.☆176Updated 2 years ago
- Python Nowcasting☆131Updated 4 years ago
- ☆28Updated 4 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated last year
- Composite Indicators Framework for Business Cycle Analysis☆63Updated 3 years ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- My replication of financial papers.☆19Updated 7 years ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆18Updated 3 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last week
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆31Updated last year
- https://arxiv.org/abs/1805.01104☆118Updated 4 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- ☆55Updated 2 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆78Updated 4 years ago