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15-458-playground

Playground for Financial Data Science and Computing

alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

awesome-network-analysis

A curated list of awesome network analysis resources.

awesome-quant

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

bachelor_thesis

Repository for bechelor thesis on yield curve modeling

bankscoper

Load Bankscope Data to R

barra-model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

bayesian-methods-for-dsge-models

Barcelona GSE Macroeconometrics Summer School 2018 course

behavioral_heterogeneity

Replication data and code for "Structural Estimation of Behavioral Heterogeneity"

benchmark-stata-r

Speed benchmark of Stata and R on common data manipulations

bis-data-dashboard

Code to create a dashboard of BIS statistics using R markdown and flexdashboard

bookdown-chinese

bookdown 中文书籍范例

books

Source code for 100+ books, kept here for quick reference

chinaeconomicquarterly

Project at PwC

classes

Misc. files for classes and workshops

competitor-scale

Materials to reproduce "Competitor Scale and Mutual Fund Behavior"

complete-cheatsheets

This repo contains all the cheatsheets you need to keep handy, I will add more soon.

compsizer

Utilities for calculating CompetitorSize

corporate_default_literature

course-intro-macroeconomics

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

data

datasharing

The Leek group guide to data sharing

demogromatics

Demographic analysis and mapping

dplyr-tidyr-tutorial

Tutorial on dplyr and tidyr packages for Eco-Data-Sci group

dynamic-capital-structure

econ4360

University of Virginia - ECON 4360 - Empirical Finance - 2011-2014

econ480fall2018

Econometrics lectures for Fall 2018 class at Hood College

econdata

R package containing a host of datasets useful for economic research. Complete with raw data and cleaning functions.