Siyang Liu's repositories
alphasickle
多因子指数增强策略/多因子全流程实现
applied-methods-phd
Repo for Yale Applied Empirical Methods PHD Course
coding-for-economists
This repository hosts the code behind the online book, Coding for Economists.
CommonOwnerReplication
Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
CrossSectionDemos
Example code of simple things one can do with our open-source asset pricing data
DScourseS21
ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2021)
empirical-finance-literature
This is a literature review on the topic of empirical finance. I thank Dr. Svetlana Bryzgalova for her valuable insights.
empirical-methods
Materials for Empirical Methods for Applied Microeconomics PhD course.
Empirical_Macroeconomics
This is a 10 classes course in Empirical Macroeconomics methods to identify shocks
EmpiricalFinancePhD
Empirical Finance Course (PhD, Julia code)
example-hftish
Example Order Book Imbalance Algorithm
guidelines
Guidelines and onboarding for research assistants and research managers working with professors
heiss-causal-inference
Chapter on causal inference for *R for Political Data Science: A Practical Guide*
limperg_python
Repository with material for the Limperg Python course by Ties de Kok.
mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
pytorch-tutorial
PyTorch Tutorial for Deep Learning Researchers
Quantitative-Finance
Q-quant和因子投资实证汇总
R_guide
R instructions for our research projects
sumhdfe
Summary and diagnostic information for evaluating within-fixed-effect variation.
Swin-Transformer-Object-Detection
This is an official implementation for "Swin Transformer: Hierarchical Vision Transformer using Shifted Windows" on Object Detection and Instance Segmentation.
talib-document
talib学习 talib中文翻译 talib中文文档
text-as-data-class-spring2021
Lectures and "flipped session" materials from my NYU DS "Text as Data" course, spring 2021
Time-Series-Analysis-Tutorial
时间序列分析教程
Trading
Quantitative Trading
treat
A template for reproducible empirical accounting research - fork me!