Asset Pricing Python Packages

akshare

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

getfactormodels

Retrieve data for various multi-factor asset pricing models.

ml4t-models

Finance-specific latent-factor, asset prediction, and portfolio-learning models.

aksharepro

AKShare is an elegant and simple financial data interface library for Python, built for human beings!

portsort

A package to sort stocks into portfolios and calculate weighted-average returns.

fin-econ-scaling-laws

Package for estimating how forecasting performance scales with model size and training compute. It can be used to apply scaling-law methods to economics, finance, panel, and time-series data.

akshare-proxy

AKShare is an elegant and simple financial data interface library for Python, built for human beings!

quantfin

Library for Academic Research on Asset Pricing

riskneutral

Risk-Neutral Density Estimation Tools

interpolating-neural-networks

Interpolating Neural Networks in Asset Pricing Data. Supports Distributed Training in TensorFlow.

fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

entity-neutering

Text anonymization for preventing lookahead bias in Large Language Models

zakshare

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库