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Event Study Python Packages

Python packages with the GitHub topic event-study. Sorted by relevance, with stars and monthly downloads.
igerber
diff-diff

Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.

42K 237 37
augiemazza
varrd

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

2K 17 7
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