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
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Updated
Jun 20, 2024 - Python
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.
Retrieve data for various multi-factor asset pricing models.
The repository documents the implementation of Portfolio Analysis from 'Empirical asset pricing' using Python
A toolkit for asset pricing research
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
Interpolating Neural Networks in Asset Pricing Data. Supports Distributed Training in TensorFlow.
Repository to perform portfolio sorts for empirical asset pricing
Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)
A package to sort stocks into portfolios and calculate weighted-average returns.
Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
Codes to clean data and construct variables for empirical finance.
This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
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