hdavit's repositories
BH22_replication
Baumeister, Christiane and James D. Hamilton ** Structural Vector Autoregressions with Imperfect Identifying Information ** AEA Papers & Proceedings, 2022
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cot_reports
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Trad
Language:PythonMIT000
excel2img
Save ranges from Excel documents as images
Language:PythonApache-2.0000
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Language:Jupyter Notebook000
xbbg
An intuitive Bloomberg API
Language:PythonApache-2.0000