Resources: Data & Codes

These data & codes are from different journals and Academicians. 

Topics

• Open source asset pricing

• Hou-Xue-Zhang q-factors & factor anomaly data

• Global factor data

• Firm level political risks and sentiment

• Dynamic Connectedness Approach Based On DCC-GARCH, VAR, QVAR & TVP-VAR

• Geopolitical risk (GPR)

• Economic Policy Uncertainty

• Heterogeneous Agents Resources and toolKit (HARK) - Econ-Ark  

Python packages for Finance

• Numpy 

• Pandas

• SciPY

• ffn

• PyAlgoTrade

• Pyfolio

• Zipline

• Scikit-learn

• Finmarketpy

• Vollib

• QuantPy

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