Topic: fama-french Goto Github
Some thing interesting about fama-french
Some thing interesting about fama-french
fama-french,Classical Fama French Three Factor Model.
User: aaronxxx1024
fama-french,This project involves forecasting the price direction of public US companies' market index (VTI) using the Fama-French Five-Factor Model. The dataset includes VTI's daily returns and various factors. The project involves data preprocessing, exploratory data analysis, and building forecasting models.
User: aidanabekboeva
fama-french,A project to estimate a stock's risk with a linear regression model in Python, using the Fama-French Carhart model and live data from Yahoo Finance.
User: caralifarrell
fama-french,Final Project of Capital Markets
User: corredormanuel
fama-french,Financial Modeling in Python
User: dbcooper2
fama-french,Testing Portfolios to assess the accuracy of financial models I have built
User: dbcooper2
fama-french,SAS Code for Fama French SIC Industry Groups
User: ed-dehaan
fama-french,Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.
User: fischlerben
fama-french,Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
User: fkempf92
fama-french,I analysed financial data from financial markets using developed models
User: gerrg
fama-french,Source code of the article Calculate Required Rate of Return With the Fama-French Three-Factor Model
User: humanrupert
fama-french,Exploring the Relationship between Stock Returns and Social Media Sentiments
User: injekim
fama-french,Replication of the 5 Fama-French factors as constructed in their 2015 paper.
User: ioannisrpt
fama-french,Stress Testing Financial Portfolios using S&P 500 Stock Data from Kaggle.
User: jojo142
fama-french,Regression base on 3 factors Fama-French theory.
User: lamnhutthinh
fama-french,Includes Report & Adjustment of weights
User: lisaleecodes
fama-french,
User: longtuge-w
fama-french,This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.
User: monroegamble
fama-french,📈 Fama French and ML models on S&P 500 dataset
User: nikolaysimakov
fama-french,Application and data for analyzing and structuring portfolios for climate investing.
Organization: opentaps
Home Page: https://climate-investing-book.opensourcestrategies.com/v/main/book
fama-french,Extract data from a wide range of Internet sources into a pandas DataFrame.
Organization: pydata
Home Page: https://pydata.github.io/pandas-datareader/stable/index.html
fama-french,Machine Learning & Python in Finance
User: simran2097
fama-french,The repository contains the source code used in "An analysis of investing in U.S. equities with the application of quantitative factor portfolios".
User: slazarevich
Home Page: http://urn.fi/URN:NBN:fi:amk-2019121226400
fama-french,基于fama-French的三因子模型选股系统
User: songzh96
fama-french,Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)
User: steffengue
fama-french,一个基于**市场的Fama-French五因子实证研究
User: teal0range
fama-french,The topic is about using Monte Carlo technique to investigate some linear regression properties of the Fama-French five-factor model.
User: vincent27hugh
Home Page: http://blog.baoduge.com/MC_FF5/
fama-french,A toolkit for asset pricing research
User: yuz0101
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