Fecon235Notebooks 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
Stars: ✭ 708 (+883.33%)
ChoochooTraining Diary
Stars: ✭ 186 (+158.33%)
pybacenThis library was developed for economic analysis in the Brazilian scenario (Investments, micro and macroeconomic indicators)
Stars: ✭ 40 (-44.44%)
edgar-crawlerDownload financial reports from SEC's EDGAR. Extract clean textual data from specific item sections and bootstrap your financial NLP research. Software from the research paper published in ECONLP 2021.
Stars: ✭ 71 (-1.39%)
PyfluxOpen source time series library for Python
Stars: ✭ 1,932 (+2583.33%)
okamaInvestment portfolio and stocks analyzing tools for Python with free historical data
Stars: ✭ 87 (+20.83%)
akshareAKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库
Stars: ✭ 5,155 (+7059.72%)
Algorithmic-TradingI have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
Stars: ✭ 47 (-34.72%)
AlphaVantageAPIAn Opinionated AlphaVantage API Wrapper in Python 3.9. Compatible with Pandas TA (pip install pandas_ta). Get your FREE API Key at https://www.alphavantage.co/support/
Stars: ✭ 77 (+6.94%)
Alpha vantageA python wrapper for Alpha Vantage API for financial data.
Stars: ✭ 3,553 (+4834.72%)
StldecomposeA Python implementation of Seasonal and Trend decomposition using Loess (STL) for time series data.
Stars: ✭ 130 (+80.56%)
AppelpyApplied Econometrics Library for Python
Stars: ✭ 136 (+88.89%)
CollapseAdvanced and Fast Data Transformation in R
Stars: ✭ 184 (+155.56%)
Math PhpPowerful modern math library for PHP: Features descriptive statistics and regressions; Continuous and discrete probability distributions; Linear algebra with matrices and vectors, Numerical analysis; special mathematical functions; Algebra
Stars: ✭ 2,009 (+2690.28%)
tempoAPI for manipulating time series on top of Apache Spark: lagged time values, rolling statistics (mean, avg, sum, count, etc), AS OF joins, downsampling, and interpolation
Stars: ✭ 212 (+194.44%)
priceREconomics and Pricing in R
Stars: ✭ 32 (-55.56%)
hdfeNo description or website provided.
Stars: ✭ 22 (-69.44%)
mtss-ganMTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
Stars: ✭ 77 (+6.94%)
PyafPyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
Stars: ✭ 289 (+301.39%)
AkshareAKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库
Stars: ✭ 4,334 (+5919.44%)
PydlmA python library for Bayesian time series modeling
Stars: ✭ 375 (+420.83%)
Stats Maths With PythonGeneral statistics, mathematical programming, and numerical/scientific computing scripts and notebooks in Python
Stars: ✭ 381 (+429.17%)
PandapyPandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)
Stars: ✭ 474 (+558.33%)
ArchARCH models in Python
Stars: ✭ 660 (+816.67%)
Statespacemodels.jlStateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Stars: ✭ 116 (+61.11%)
SweetvizVisualize and compare datasets, target values and associations, with one line of code.
Stars: ✭ 1,851 (+2470.83%)
Machine Learning With PythonPractice and tutorial-style notebooks covering wide variety of machine learning techniques
Stars: ✭ 2,197 (+2951.39%)
WeightedcalcsPandas-based utility to calculate weighted means, medians, distributions, standard deviations, and more.
Stars: ✭ 83 (+15.28%)
Quant NotesQuantitative Interview Preparation Guide, updated version here ==>
Stars: ✭ 180 (+150%)
MsgarchMSGARCH R Package
Stars: ✭ 51 (-29.17%)
R actuarialEl objetivo de este repositorio es brindar un apoyo a la comunidad interesada en mejorar sus técnicas en el lenguaje de programación R o emprenderlo desde un punto de vista muy aplicado. Un repositorio con códigos de R para aplicaciones actuariales: probabilidad, estadística, riesgo y finanzas.
Stars: ✭ 25 (-65.28%)
Morpheus CoreThe foundational library of the Morpheus data science framework
Stars: ✭ 203 (+181.94%)
fortune500Fortune 500 company lists since 1955 in CSV format, mostly parsed using Beautiful Soup
Stars: ✭ 78 (+8.33%)
wax-mlA Python library for machine-learning and feedback loops on streaming data
Stars: ✭ 36 (-50%)
mxfactoriala payment application intended for deployment by the united states treasury
Stars: ✭ 36 (-50%)
SMC.jlSequential Monte Carlo algorithm for approximation of posterior distributions.
Stars: ✭ 53 (-26.39%)
ESLThe Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial agent-based models. The library is designed to take advantage of different computer architectures. In order to facilitate rapid iteration during model development the library can use parallel computation. Econ…
Stars: ✭ 36 (-50%)
veridical-flowMaking it easier to build stable, trustworthy data-science pipelines.
Stars: ✭ 28 (-61.11%)
Volume approximationPractical volume computation and sampling in high dimensions
Stars: ✭ 75 (+4.17%)
NNSNonlinear Nonparametric Statistics
Stars: ✭ 26 (-63.89%)
fairlensIdentify bias and measure fairness of your data
Stars: ✭ 51 (-29.17%)
YahooqueryPython wrapper for an unofficial Yahoo Finance API
Stars: ✭ 288 (+300%)
AIPortfolioUse AI to generate a optimized stock portfolio
Stars: ✭ 28 (-61.11%)
DeltapyDeltaPy - Tabular Data Augmentation (by @firmai)
Stars: ✭ 344 (+377.78%)
AtspyAtsPy: Automated Time Series Models in Python (by @firmai)
Stars: ✭ 340 (+372.22%)
Finance Go📊 Financial markets data library implemented in go.
Stars: ✭ 392 (+444.44%)
BayesHMMFull Bayesian Inference for Hidden Markov Models
Stars: ✭ 35 (-51.39%)
PingouinStatistical package in Python based on Pandas
Stars: ✭ 651 (+804.17%)
QuantmodQuantitative Financial Modelling Framework
Stars: ✭ 578 (+702.78%)
IexfinancePython SDK for IEX Cloud
Stars: ✭ 573 (+695.83%)
Pandas ProfilingCreate HTML profiling reports from pandas DataFrame objects
Stars: ✭ 8,329 (+11468.06%)
Pandas DatareaderExtract data from a wide range of Internet sources into a pandas DataFrame.
Stars: ✭ 2,183 (+2931.94%)
FinanceHere you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Stars: ✭ 194 (+169.44%)
Dataframe GoDataFrames for Go: For statistics, machine-learning, and data manipulation/exploration
Stars: ✭ 487 (+576.39%)
PhildbTimeseries database
Stars: ✭ 25 (-65.28%)
Pandas TaTechnical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
Stars: ✭ 962 (+1236.11%)