Classical Fama French Three Factor Model.
☆24Sep 19, 2020Updated 5 years ago
Alternatives and similar repositories for Fama-French-3-Factor-Model-Implementation
Users that are interested in Fama-French-3-Factor-Model-Implementation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Fama French model on a subset of Canadian Equity data with Python☆49Apr 11, 2019Updated 6 years ago
- Applying the Fama Three-factor Model to the Chinese stock market. Verifying the validity of the model. The operation of the data is mainl…☆21Apr 12, 2019Updated 6 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆32Feb 3, 2021Updated 5 years ago
- Modern Portfolio Theorem for portfolio optimization and asset allocation☆13May 27, 2022Updated 3 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆18Jul 24, 2022Updated 3 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- [deprecated] U.S. public financial analysis tools using pandas.☆15Jan 8, 2022Updated 4 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆25Jun 5, 2022Updated 3 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 6 years ago
- A unofficial pytorch implementation of "Long-term Forecasting with TiDE: Time-series Dense Encoder" and its sample code of applications☆20May 9, 2023Updated 2 years ago
- Convex optimization for fun and profit.☆11Jan 12, 2022Updated 4 years ago
- Sphincs+ implementation which uses minimal RAM☆14Aug 31, 2023Updated 2 years ago
- Build DDPG models and test on stock market☆22Nov 19, 2018Updated 7 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Jan 18, 2023Updated 3 years ago
- A Hybrid Model Parallelism Framework for Distributed Training on Edge Devices. HorizonML enables efficient training of machine learning m…☆10May 6, 2025Updated 10 months ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- LLM Reasoning Framework for Scientific Research☆27Updated this week
- quantitative asset allocation strategy☆37Jan 19, 2025Updated last year
- Understanding AMM models in DeFI☆10Jul 28, 2021Updated 4 years ago
- Native Linux KVM tool☆13Feb 4, 2026Updated last month
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆21Oct 29, 2019Updated 6 years ago
- Arithmetic multiplier benchmarks☆12Nov 13, 2017Updated 8 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Automated Yield Farming Framework☆10Jul 6, 2022Updated 3 years ago
- A reverse proxy and load balancer written with C# and running on OWIN☆10Mar 19, 2020Updated 6 years ago
- Recognise and Learn American Sign Language☆10Oct 18, 2023Updated 2 years ago
- ☆12Nov 23, 2021Updated 4 years ago
- Long-Term Investment in the Beverage Industry☆17Mar 27, 2024Updated 2 years ago
- Datasets associated with pyprobml☆20Jun 6, 2023Updated 2 years ago
- Ethereum Portal Network Client written in Go☆16Nov 24, 2025Updated 4 months ago
- 概率论课本重要知识点整理与解读（基于华南理工大学概率论课本与浙江大学概率论课本）☆36Jun 22, 2020Updated 5 years ago
- Configurable, modifiable, blazing fast, and minimal memory footprint image processor in Node.js. Docker ready in seconds. PRs are welcome…☆11Sep 4, 2023Updated 2 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Examples, trickery, and self-documenting tomfoolery for interacting and working with go-ethereum including some breakage.☆22Nov 22, 2022Updated 3 years ago
- A high-efficiency hybrid solving CEC algorithm☆14May 25, 2023Updated 2 years ago
- modified Temporal Fusion Transformer to predict multiple cryptocurrency coin futures☆13Sep 17, 2020Updated 5 years ago
- Examples for variational inference☆16Jan 28, 2015Updated 11 years ago
- my custom data collector and visualizer dashboard☆25Jan 23, 2024Updated 2 years ago
- ☆16Sep 1, 2025Updated 6 months ago
- ☆13Oct 18, 2022Updated 3 years ago