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012-matching

Data matching for corporate governance research

alphavantage.jl

A Julia wrapper for the Alpha Vantage API.

ark-invest-api

API for tracking holdings and trades of ARK Invest funds

astraetech.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

attention_gnn_gfj

Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

bartik-weight

bartik.weight

Contains example datasets and a function for estimating Rotemberg weights outlined in Goldsmith-Pinkham, Sorkin and Swift (2018)

baylisr

Repository of general code

binance

binance-portfolio-management

Implementation and tests of MAMR and PAMR active portfolio management for binance cryptocurrency assets.

binancer

R client to cryptocurrency exchange APIs (mainly Binance)

bitcoin-dashboard

A Shiny/R project able to visualize charts about Bitcoin price and performances.

block_codes

This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 and 2018.

blog_code

Code for blogs

busi525

bypass-paywalls-chrome

Bypass Paywalls web browser extension for Chrome and Firefox.

clspotify

Spotify song downloader without injecting into the windows client

coinbasepro.jl

A Julia interface to the CoinbasePro API.

compustat

connectednessapproach

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

crosssectiondemos

Example code of simple things one can do with our open-source asset pricing data

crsp_local

CRSP_local publish test

data-cleans

This repo has code to do primary data cleaning for Compustat / Crsp from WRDS

earnings_management

models to estimate earnings management

expectedreturns

fbi

Factor-Based Imputation for Missing Data

fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

ff3-in-2023

Replicating Fama-French 1993 in the year 2023