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.

ml4t-models

Finance-specific models for asset pricing, prediction, and portfolio learning.

getfactormodels

Retrieve data for various multi-factor asset pricing models.

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

quantfin

A toolkit for asset pricing research

aksharepro

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.

riskneutral

A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data.

fecon236

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

entity-neutering

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

interpolating-neural-networks

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

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.