MatixR

Pinned Repositories

15-458-playground
Playground for Financial Data Science and Computing
Language:R0 2 00
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.
Language:Jupyter Notebook00
awesome-network-analysis
A curated list of awesome network analysis resources.
Language:R01
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Language:Python0 1 00
bachelor_thesis
Repository for bechelor thesis on yield curve modeling
Language:R00
BankscopeR
Load Bankscope Data to R
Language:R00
Barra-Model
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
Language:Python00
Bayesian-methods-for-DSGE-models
Barcelona GSE Macroeconometrics Summer School 2018 course
Language:MATLAB00
behavioral_heterogeneity
Replication data and code for "Structural Estimation of Behavioral Heterogeneity"
Language:R00
Empirical-finance
A tutorial of empirical finance
Language:Jupyter Notebook10

MatixR's Repositories

MatixR/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Language:Python0 1 00
MatixR/benchmark-stata-r
Speed benchmark of Stata and R on common data manipulations
Language:R0 1 00
MatixR/bis-data-dashboard
Code to create a dashboard of BIS statistics using R markdown and flexdashboard
MatixR/books
Source code for 100+ books, kept here for quick reference
Language:Jupyter Notebook0 02
MatixR/Course-Intro-Macroeconomics
Language:HTML1 01
MatixR/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
MatixR/CrossSectionDemos
Example code of simple things one can do with our open-source asset pricing data
MatixR/event2car
Calculates cumulative abnormal return(s) of event(s) for firm(s)
Language:R1 0
MatixR/Fama-French-Funds
An exercise similar to Fama, French (2010). Goal is to identify and evaluate the luck vs skill of active managers.
Language:Jupyter Notebook1 01
MatixR/fin-final-paper-git
MatixR/Finance
Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Language:Python1 0
MatixR/FinanceR
Financial analysis with R
MatixR/FOMCTextAnalysis
Language:HTML1 0
MatixR/free_r_tips
Free R-Tips is a FREE Newsletter provided by Business Science. It comes with bite-sized code tutorials every Tuesday.
Language:HTML1 0
MatixR/glider
R utility package for data cleaning and data manipulation.
MatixR/guide-to-wise-investing
Source codes for generating the investment guide available at https://junghoon-shin.github.io/
Language:HTML1 0
MatixR/lyx_documents
lyx_documents
MatixR/Mindmap-notes-for-papers-on-asset-pricing-and-quantitative-trading
This repository hosts my reading notes for academic papers.
MatixR/modelsummary
Beautiful and customizable model summaries in R.
MatixR/open-ado
Open source repository for user-written ado files
MatixR/panelview_stata
panelView for Stata
Language:Stata0 0
MatixR/R_and_Stata
How to do the same thing in R and Stata
Language:Stata2 0
MatixR/replication-data
Replication data and code for research papers.
Language:R2 0
MatixR/stata-latex-workflows
Stata Workflows for LaTeX Output
MatixR/SVAR_tools
SVAR toolbox for bayesian VAR estimation and a range of identification methods
Language:MATLAB0 0
MatixR/template_CF
Language:R1
MatixR/templates
Templates of all kind
MatixR/tidy_finance
Language:HTML0 0
MatixR/UT-Causal-Inference
Causal inference GitHub for UT Austin
Language:Stata
MatixR/var-codes
Collection of matlab codes for VAR models