ioannisrpt Goto Github PK
Name: Ioannis Ropotos
Type: User
Company: UCD Graduate Business School
Bio: A finance post-doc student with an interest in Python and empirical asset pricing.
Location: Dublin
Name: Ioannis Ropotos
Type: User
Company: UCD Graduate Business School
Bio: A finance post-doc student with an interest in Python and empirical asset pricing.
Location: Dublin
Python code for replicating the effective spread estimator of Corwin, S. A., & Schultz, P. (2012). A simple way to estimate bid‐ask spreads from daily high and low prices. The journal of finance, 67(2), 719-760.
Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.
Python script to automate the process of downloading variables using EIKON API.
Code for manipulating datasets in FactSet.
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
A function that classifies a company to a Fama-French Industry according to its 4-digit SIC code.
A package to sort stocks into portfolios and calculate weighted-average returns.
Python library for multivariate dependence modeling with Copulas
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.