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Merge pull request #197 from dsforecast/master
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Add Tidy Finance Framework
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wilsonfreitas authored Oct 14, 2024
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Expand Up @@ -307,6 +307,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [rbcb](https://github.com/wilsonfreitas/rbcb) - R interface to Brazilian Central Bank web services.
- [rb3](https://github.com/ropensci/rb3) - A bunch of downloaders and parsers for data delivered from B3.
- [simfinapi](https://github.com/matthiasgomolka/simfinapi) - Makes 'SimFin' data (<https://simfin.com/>) easily accessible in R.
- [tidyfinance](https://cran.r-project.org/web/packages/tidyfinance/index.html) - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including
date conversion, scaling factor values, and filtering by the specified date.

### Financial Instruments and Pricing

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- [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)).
- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.
- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
- [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.

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