This repository hosts my reading notes for academic papers.
☆99Jul 26, 2021Updated 4 years ago
Alternatives and similar repositories for awesome-quant-papers
Users that are interested in awesome-quant-papers are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Financial Prior-Data Fitted Network (regression)☆21Dec 12, 2025Updated 3 months ago
- ☆173May 21, 2023Updated 2 years ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆10Mar 8, 2026Updated 3 weeks ago
- Papers for AI + quantitative investment☆138Sep 12, 2024Updated last year
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 2 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- ☆151Updated this week
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆19Feb 11, 2026Updated last month
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆27Jul 30, 2023Updated 2 years ago
- Python Data Analysis and Financial Calculation☆67Aug 19, 2019Updated 6 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- repository for accepted paper in BigData 2022 conference☆12Jul 17, 2023Updated 2 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆148Jul 17, 2021Updated 4 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆45Jan 26, 2023Updated 3 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- High frequency factors based on order and trade data.☆71Dec 16, 2023Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Factor Investing Library☆29Nov 12, 2022Updated 3 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago
- alpha投研示例☆92Feb 5, 2026Updated last month
- Enhanced Portfolio Optimization (EPO)☆17Mar 5, 2024Updated 2 years ago
- https://arxiv.org/abs/1805.01104☆123Dec 2, 2020Updated 5 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,045Dec 18, 2024Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆40Feb 20, 2024Updated 2 years ago
- Recurrent Neural Network for predicting Stock Returns☆125Aug 27, 2021Updated 4 years ago
- ☆40Jun 13, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A python script to create a mapping table between I/B/E/S and Compustat☆18Oct 24, 2019Updated 6 years ago
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆106Jul 3, 2024Updated last year
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆944Oct 22, 2025Updated 5 months ago
- ☆77Nov 16, 2022Updated 3 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Apr 21, 2020Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Jul 24, 2020Updated 5 years ago