OpenSourceAP

OpenSourceAP/CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

872 stars 250 forks 872 watchers Python GNU General Public License v2.0
asset-pricing finance quantitative-finance reproducible-research stocks
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Relocating shrcd and exchcd filters from SignalMasterTable.do to SignalDoc.csv about 2 months ago
enhancement help wanted
OpenSourceAP/CrossSection
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Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

Python
#asset-pricing#finance#quantitative-finance#reproducible-research#stocks