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.

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

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)

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

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

Replication of the 5 Fama-French factors as constructed in their 2015 paper.

A package to sort stocks into portfolios and calculate weighted-average returns.

Retrieve data for various multi-factor asset pricing models.

A main CTA backtesting system and several research of utilizing machine learning on asset pricing

Codes to clean data and construct variables for empirical finance.

Bayesian Fama-MacBeth

A methodology to pre-process text data for preventing lookahead bias in Large Language Models (LLMs), particularly in financial text analysis.

Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)

A toolkit for asset pricing research

[ICAIF 2024] Adaptive and Explainable Margin Trading via LLM and RL

Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.

Univariate, Bivariate sorting and Fama-MacBeth regression

Repository to perform portfolio sorts for empirical asset pricing