Alternatives and similar repositories for sec-13f-portfolio-python

Users that are interested in sec-13f-portfolio-python are comparing it to the libraries listed below

• gregjasonroberts / NLP_EquityMarkets_10K
  Applying NLP framework to 10-K filings in equity markets
  ☆14Updated 4 years ago
• gtfintechlab / zero-shot-finance
  Repository for "Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks"
  ☆25Updated 2 years ago
• talsan / stock_news
  Collecting news articles for all the companies in the R1000, for a pre-defined set of news outlets, using Diffbot's Knowledge Graph
  ☆13Updated 2 years ago
• lhf-labs / finance-news-analysis-bert
  ☆34Updated 4 years ago
• nlpaueb / finer
  FiNER: Financial Numeric Entity Recognition for XBRL Tagging
  ☆70Updated 3 years ago
• factset / analyticsapi-engines-python-sdk
  ☆16Updated 3 weeks ago
• Athe-kunal / SEC-QA-Agent
  ☆35Updated 2 years ago
• psnonis / FinBERT
  BERT for Finance : UC Berkeley MIDS w266 Final Project
  ☆204Updated 5 years ago
• FutureSharks / ml-finance
  💰 A collection of finance related machine learning examples
  ☆98Updated 5 years ago
• GeminiLn / EarningsCall_Dataset
  The earnings conference call dataset of S&P 500 companies
  ☆150Updated 3 years ago
• niknow / backtesting-decorrelated
  Illustration of the decorrelation method to perform backtesting on correlated data.
  ☆20Updated last year
• jamiehannaford / statement-parser
  Hidden cost extractor for SEC filings.
  ☆18Updated 3 years ago
• abhijeet3922 / finbert_embedding
  Token and sentence level embeddings from FinBERT model (Finance Domain)
  ☆39Updated 2 years ago
• ThomasRochefortB / SP1500stockPicker
  A machine learning approach to investment portfolio composition. The program analyzes the fundamentals of the listed companies on the S&P…
  ☆78Updated 5 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆51Updated 4 years ago
• CaptorAB / openseries
  Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.
  ☆31Updated last week
• RobertYip / Python-Fama-French-Quant-model
  Fama French model on a subset of Canadian Equity data with Python
  ☆50Updated 6 years ago
• alvarobartt / pyrtfolio
  Python package to generate stock portfolios
  ☆154Updated 3 years ago
• sshh12 / trade-srv
  A client for distributed financial news webscraping.
  ☆14Updated 4 years ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆21Updated 5 years ago
• giotto-ai / stock-market-crashes
  How to detect stock market crashes with topology.
  ☆82Updated 4 years ago
• oscar0812 / pyfinviz
  A python package to scrape data from finviz.com
  ☆56Updated last year
• grananqvist / Machine-Learning-Trading-Strategies
  Stock and Forex market prediction using ML and time-series modelling
  ☆39Updated 7 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆71Updated 7 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated last month
• Farmhouse121 / Adventures-in-Financial-Data-Science
  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 9 months ago
• sudhamstarun / Understanding-Financial-Reports-using-Natural-Language-Processing
  Investigate how mutual funds leverage credit derivatives by studying their routine filings to the SEC using NLP techniques 📈🤑
  ☆53Updated last year
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated 2 months ago
• farhadab / sec-edgar-financials
  Extract financial data from the SEC's EDGAR database
  ☆167Updated 2 years ago