#数据仓库#AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库
#计算机科学#A list of online resources for quantitative modeling, trading, portfolio management
#时序数据库#Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX ...
#计算机科学#Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
#时序数据库#Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
#计算机科学#This repository hosts the source code for the website tidy-finance.org
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
#计算机科学#This repository hosts my reading notes for academic papers.
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
#计算机科学#This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. A...
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
Code for "Methodological Uncertainty in Portfolio Sorts".
A package to sort stocks into portfolios and calculate weighted-average returns.
Implementation of "Pricing the Term Structure with Linear Regressions" from Adrian, Crump and Moench (2013)
This project consists of custom built modelling frameworks for pricing equity assets. Through the project's evolution, the framework evolves from a single case Discounted Cash Flow model to an interac...
#计算机科学#Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns
#计算机科学#A main CTA backtesting system and several research of utilizing machine learning on asset pricing
This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of economics at FGV-SP on 2020 by prof. Marcelo Fernandes.