equity-markets
There are 23 repositories under equity-markets topic.
jerryxyx/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.
boyac/pyFolio
Performance attribution analysis, value investment, original investment ideas, alpha seeking
soumendrak/stock_price_change_alert
Send SMS if any of the predefined share price fluctuates above a certain customizable level.
guilhermessc/VaR-threshold-and-confidence-interval
This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.
scawful/premia
Risk Premia Trading Client
sriram-ptr/indian-equity-portfolio-summarizer
At the comfort of terminal command prompt, get the summary reports for each stock as well as the whole equity portfolio with information about realized and unrealized(holding) gains/losses split into short term and long term. It also calculates taxable capital gain for your long term capital gains that need grandfathering. All you need to have is a list of your portfolio transactions in a CSV file. Most brokerage websites allow you to download the list of transactions as a CSV.
csatzky/empirical-analysis-of-asset-pricing-beliefs
In this study, I empirically and statistically investigate the credibility of common asset pricing beliefs using data from S&P 500® constituents from January 2010–December 2020.
Ignacio1996/stocks-simple-api
Simple Stocks Fetching API made with Node.js and Express.js
psnehanshu/stock-market-botmaker
Design trading strategies and export bot as python file.
yniu87/EquityPremium
Machine Learning Approach to Equity Premium Prediction
stevetulig/analysis-of-ASX200-index-changes
Transact SQL scripts for calculations using equity market data plus VBA code for importing results into Excel and generating charts
zavtech/morpheus-quandl
An adapter that returns Morpheus DataFrames from Quandl.com
alishersuyunov/opendatauzb
Downloading available datasets from an official open data source of Uzbekistan
dipankargoswami/telebot-eq-in
A telegram bot implemented in c++.
GGCapital/Parier
An Equity Betting platform built on Solana.
jeckonov/Financial-analysis
Automatized-analysis-via-yfinance-API
Jhonattanln/Factor-Investing
Factor Investing - Brasilian assests
sguduguntla/Mercari-LAHacks
Essentially we are connecting individuals with ideas to individuals that can make those ideas into a reality.
gouravdidwania/Portfolio-Optimizing-System
Model to filter out specified number of bad stocks each month from our portfolio and add better performing stocks from a given wide range of stocks.
stevetulig/distance-to-default-calculation-in-python
Python code for calculating the Merton model distance-to-default, including interactions with SQL server to extract the raw data.
zavtech/morpheus-google
An adapter that returns Morpheus DataFrames from Google Finance
Pranav-20186017/HP_Calculator
A Simple Python Script to Caculated the Percentage of Amount Invested in each equity by parsing the holdings statement in csv format