Pinned Repositories
BH22_replication
Baumeister, Christiane and James D. Hamilton ** Structural Vector Autoregressions with Imperfect Identifying Information ** AEA Papers & Proceedings, 2022
cot_reports
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Trad
excel2img
Save ranges from Excel documents as images
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
xbbg
An intuitive Bloomberg API
hdavit's Repositories
hdavit/BH22_replication
Baumeister, Christiane and James D. Hamilton ** Structural Vector Autoregressions with Imperfect Identifying Information ** AEA Papers & Proceedings, 2022
hdavit/cot_reports
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Trad
hdavit/excel2img
Save ranges from Excel documents as images
hdavit/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
hdavit/xbbg
An intuitive Bloomberg API