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The Wayback Machine - https://web.archive.org/web/20200730070409/https://github.com/topics/asset-pricing
Here are
14 public repositories
matching this topic...
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
Updated
Jul 30, 2020
Python
A list of online resources for quantitative modeling, trading, portfolio management
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
Updated
Dec 3, 2018
Jupyter Notebook
Add linear models including instrumental variable and panel data models that are missing from statsmodels.
Updated
Jul 20, 2020
Python
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Updated
Jul 2, 2020
Jupyter Notebook
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Updated
May 22, 2019
Python
Solve semi-linear parabolic PDEs
Updated
May 20, 2020
Julia
Routines for the valuation of cross-holdings of financial contracts
Updated
Apr 27, 2019
MATLAB
Computational data tools 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
Updated
May 1, 2017
Jupyter Notebook
Quantitative analysis, strategies and backtests
Updated
Jul 22, 2020
Jupyter Notebook
This repository hosts my reading notes for academic papers.
A list of online resources for quantitative modeling, trading, portfolio management
In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
Codes to clean data and construct variables for empirical finance.
Updated
Jul 13, 2020
Python
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