Python Financial-econometrics Resources

Nixtla Statistical ⚡️ Forecast Lightning fast forecasting with statistical and econometric models StatsForecast offers a collection of widely used uni

Creating easier access to the Moroccan stock market data What is StocksMA ? StocksMA is a package to facilitate access to financial and economic data

ALgorithmic_Trading_with_ML An algorithmic trading bot that learns and adapts to new data and evolving markets using Financial Python Programming and

Lightweight (Bayesian) Media Mix Model This is not an official Google product. L

This repository contains code that gets data regarding financial disclosures from the Court Listener API main.py: contains driver code that interacts

Moroccan Stocks Clustering Context Hey! we don't always have to forecast time series am I right ? We use k-means to cluster about 70 moroccan stock pr

WallAlley.bot About WallAlley.bot is an open source and free to use financial discord bot originaly build for WallAlley server's community. All data a

GPlearn_finiance_stock_futures_extension This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector

PyPortfolioOpt has recently been published in the Journal of Open Source Software 🎉 PyPortfolioOpt is a library that implements portfolio optimizatio

Calculator-of-strike-price-distance-for-options This is a calculator of strike price distance for options. Options are a type of derivative. One strat

AMUSE AMUSE - financial summarization Unzip data.zip Train new model: python FinAnalyze.py --task train --start 0 --count how many files,-1 for all

Streamlit Demo: Finance Chart This app is a simple example of using Streamlit to create a financial data web app. This demo use streamlit, pandas and

Automated EDA on financial dataset Just a simple way to get automated Exploration Data Analysis from financial dataset (OHLCV) using Streamlit and ta.

fastquant 🤓 Bringing backtesting to the mainstream fastquant allows you to easily backtest investment strategies with as few as 3 lines of python cod

Fecon235 - Notebooks 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

Yahoo! Finance-ng python3 / pandas market data downloader Ever since Yahoo! finance decommissioned their historical data API, many programs that relie

Facebook Salina - Gym_AnyTrading Slight modification of Facebook Salina Reinforcement Learning - A2C GPU example for financial series. The gym FOREX d

An all-in-one financial analytics bot to help you gain quantitative financial insights. Finn is a Discord Bot that lets you explore the stock market like you've never before!

AKShare is an elegant and simple financial data interface library for Python, built for human beings

BERT-based Financial Question Answering System In this example, we use Jina, PyTorch, and Hugging Face transformers to build a production-ready BERT-b

Realtime Financial Market Data Visualization and Analysis Introduction This repo shows my project about real-time stock data pipeline. All the code is

FinRL-Meta: A Universe of Market Environments. FinRL-Meta is a universe of market environments for data-driven financial reinforcement learning. Users

Financial Services Example Bot This is an example chatbot demonstrating how to build AI assistants for financial services and banking with Rasa. It in

pandas-datareader Up to date remote data access for pandas, works for multiple versions of pandas. Installation Install using pip pip install pandas-d

EmTract: Extracting Emotions from Social Media Text Tailored for Financial Contexts EmTract is a tool that extracts emotions from social media text. I

Repository for the paper "Graph Auto-Encoders for Financial Clustering" Requirements Python 3.6 torch torch_geometric Instructions This is a simple c

Web scraped S&P 500 Data from Wikipedia using Pandas and performed Exploratory Data Analysis on the data. Then used Yahoo Finance to get the related stock data and displayed them in the form of charts.

Synthetic Control Methods A Python package for causal inference using synthetic controls This Python package implements a class of approaches to estim

By Investors, For Investors. Want to read this in Chinese? Click here Empyrial is a Python-based open-source quantitative investment library dedicated

pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se

pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se

FinEAS: Financial Embedding Analysis of Sentiment 📈 (SentenceBERT for Financial News Sentiment Regression) This repository contains the code for gene

A banking system is a group or network of institutions that provide financial services for us. These institutions are responsible for operating a payment system, providing loans, taking deposits, and helping with investments.

hampp Robotic hamster to give you financial advice. I am not liable for any advice that the hamster gives. Follow at your own peril. Description Hampp

JumpDetectR Name of QuantLet : JumpDetectR Published in : 'To be published as "Jump dynamics in high frequency crypto markets"' Description : 'Scala

Tickergram is a Telegram bot to look up quotes, charts, general market sentiment and more.

MyTT Technical Indicators implemented in Python only using Numpy-Pandas as Magic - Very Very Fast! to Stock Market Financial Technical Analysis Python

Data and code for EMNLP 2021 paper "FinQA: A Dataset of Numerical Reasoning over Financial Data"

A python application that wraps around AlphaVantage, Quandl and IEX APIs, calculates financial statistics and optimizes portfolio allocations.

Quantel is a powerful financial data and insights API. It provides easy access to world-class financial information. Quantel goes beyond just financial statements, giving users valuable information like insider transactions, major shareholder transactions, share ownership, peers, and so much more.

Nasdaq Cloud Data Service (NCDS) Nasdaq Cloud Data Service (NCDS) provides a modern and efficient method of delivery for realtime exchange data and ot

FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks This is our implementation for the paper: FinGAT: A Financial Graph At

Scrape Financial Data of Vietnamese Listed Companies - Version 2 A standalone package to scrape financial data from listed Vietnamese companies via Vi

🔬 A curated list of awesome machine learning strategies & tools in financial market.

About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an

Stock Market Buy/Sell/Hold prediction Using convolutional Neural Network This repo is an attempt to implement the research paper titled "Algorithmic F

This is the original implementation of our paper, A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (arXiv:1706.1

A tour through tensorflow with financial data I present several models ranging in complexity from simple regression to LSTM and policy networks. The s

Advances in Financial Machine Learning Exercises Experimental solutions to selected exercises from the book Advances in Financial Machine Learning by

GeoDaSpace Software for Advanced Spatial Econometrics GeoDaSpace current version 1.0 (32-bit) Development environment: Mac OSX 10.5.x (32-bit) wxPytho

pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se

Backtesting.py Backtest trading strategies with Python. Project website Documentation the project if you use it. Installation $ pip install backtestin

arch Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used

FinTA (Financial Technical Analysis) Common financial technical indicators implemented in Pandas. This is work in progress, bugs are expected and resu

finmarketpy (formerly pythalesians) finmarketpy is a Python based library that enables you to analyze market data and also to backtest trading strateg

ffn - Financial Functions for Python Alpha release - please let me know if you find any bugs! If you are looking for a full backtesting framework, ple

empyrical Common financial risk metrics. Table of Contents Installation Usage Support Contributing Testing Installation pip install empyrical Usage S

Technical Analysis Library in Python It is a Technical Analysis library useful to do feature engineering from financial time series datasets (Open, Cl

alpha_vantage Python module to get stock data/cryptocurrencies from the Alpha Vantage API Alpha Vantage delivers a free API for real time financial da

Yahoo! Finance market data downloader Ever since Yahoo! finance decommissioned their historical data API, many programs that relied on it to stop work

[Due to the time taken @ uni, work + hell breaking loose in my life, since things have calmed down a bit, will continue commiting!!!] [By the way, I'm

Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build prortfolios

About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an

About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an

Overview AkShare requires Python(64 bit) 3.7 or greater, aims to make fetch financial data as convenient as possible. Write less, get more! Documentat