#Asset-pricing
Showing 11 of 11 repositories tagged #asset-pricing, ranked by stars
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
A list of online resources for quantitative modeling, trading, portfolio management
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
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 bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
This repository hosts the source code for the website tidy-finance.org
Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
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. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.
Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns
A main CTA backtesting system and several research of utilizing machine learning on asset pricing