4 tools
Kevin Sheppard · High-frequency financial analysis
Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests
Kevin Sheppard · Econometrics & causal inference
Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels
Massive (Polygon.io, Inc.) · Market & fundamentals data
Market data platform (renamed from Polygon.io in October 2025) with REST and WebSocket APIs, flat files and SQL access for US stocks, options, indices, forex, crypto and futures
Tiger Data (formerly Timescale) · Relational databases
PostgreSQL extension for time-series data adding hypertables, compression and continuous aggregates, from the company now named Tiger Data
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