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.

quantfin

A toolkit for asset pricing research

akshare-proxy

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

portsort

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

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.

riskneutral

Risk-Neutral Density Estimation Tools

entity-neutering

A methodology to pre-process text data for preventing lookahead bias in Large Language Models (LLMs), particularly in financial text analysis.

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