This repository hosts the source code for the website tidy-finance.org
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Updated
May 23, 2024 - TeX
This repository hosts the source code for the website tidy-finance.org
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
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
The repository documents the implementation of Portfolio Analysis from 'Empirical asset pricing' using Python
This repository provides code and files for the paper "Heterogeneous beliefs and short selling taxes: A note"
Asset pricing models for deterministic, gaussian, markov chains, etc
Estimation and inference for factor models in Asset Pricing.
A toolkit for asset pricing research
Code for "Non-Standard Errors in Portfolio Sorts".
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Retrieve data for various multi-factor asset pricing models.
Este repositório contém projetos e análises de Finanças Quantitativas, abrangendo desde modelagem de preços de ativos até otimização de portfólio. Utiliza-se Python para análise de dados, modelagem estatística e visualização.
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns
Interpolating Neural Networks in Asset Pricing Data. Supports Distributed Training in TensorFlow.
Repository to perform portfolio sorts for empirical asset pricing
Repository of the 'Stochastic Volatility Models' Student Lab
Repository of the 'Pricing under Rough Volatility Models' Student Lab
A list of online resources for quantitative modeling, trading, portfolio management
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.
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