Alternatives and similar repositories for centralbank_analysis:

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

• David-Woroniuk / FedTools
  An open source library for the extraction of Federal Reserve Data.
  ☆21Updated last year
• mgao6767 / frds
  Financial research data services for academics.
  ☆88Updated last month
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆85Updated 4 years ago
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆24Updated 4 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 7 months ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 8 years ago
• cagdemir / firm-characteristics-calculation
  Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS
  ☆14Updated 5 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 3 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆38Updated 7 months ago
• JustinMShea / ExpectedReturns
  ☆43Updated 6 months ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆30Updated 11 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆112Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated last month
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆53Updated 3 weeks ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆36Updated 4 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆117Updated last year
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 6 years ago
• ilchen / US_Economic_Data_Analysis
  Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treas…
  ☆50Updated this week
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆28Updated 4 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆120Updated 4 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆111Updated 4 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆62Updated 2 months ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆95Updated last year
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆29Updated 2 years ago
• asaficontact / FX_forecasting_model
  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
  ☆30Updated 2 years ago