Fama French model on a subset of Canadian Equity data with Python
☆50Apr 11, 2019Updated 7 years ago
Alternatives and similar repositories for Python-Fama-French-Quant-model
Users that are interested in Python-Fama-French-Quant-model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of 5-factor Fama French Model☆149Feb 25, 2021Updated 5 years ago
- Classical Fama French Three Factor Model.☆24Sep 19, 2020Updated 5 years ago
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆42Feb 17, 2026Updated 6 months ago
- Quant finance scripts☆15Apr 13, 2025Updated last year
- 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.
- An Implementation of Parametric and Nonparametric Event Study☆14Nov 13, 2024Updated last year
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 4 years ago
- Fully Flexible Probabilities for Stress-Testing and Portfolio Construction☆20Updated this week
- Python implementation of random-forest-based nonlinear dependence and correlation measures.☆15May 3, 2022Updated 4 years ago
- Build DDPG models and test on stock market☆22Nov 19, 2018Updated 7 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆96Feb 9, 2021Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Breakout detection for Python☆13Dec 20, 2025Updated 8 months ago
- Writing optimized code for Hudson River Trading BookBuilder Workshop (invite-only)☆10May 29, 2021Updated 5 years ago
- AI Agents on 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.
- ☆10Aug 2, 2021Updated 5 years ago
- ☆10Jul 21, 2019Updated 7 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- A Notebook Replicate of Pycon Talk 'Why Python is huge in finance? by Daniel Roos'☆12Sep 18, 2020Updated 5 years ago
- Materials from the course Introduction to Computational Finance and Financial Econometrics https://www.coursera.org/course/compfinance☆20Mar 30, 2014Updated 12 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Oct 21, 2019Updated 6 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 7 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆19Feb 11, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆69Dec 22, 2023Updated 2 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- My replication of financial papers.☆21Aug 2, 2018Updated 8 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Aug 6, 2021Updated 5 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆26Jun 5, 2022Updated 4 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 6 years ago
- 基于Transformer架构的量化金融预测研究☆11Dec 26, 2022Updated 3 years ago
- ☆13Mar 25, 2023Updated 3 years ago
- Financial Engineering and Risk Management Course, 2013☆44Dec 18, 2015Updated 10 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- Python Code used in publications, for archival purposes only☆20Apr 28, 2023Updated 3 years ago
- Package to build risk model for factor pricing model☆31Jul 26, 2024Updated 2 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆46Jan 25, 2022Updated 4 years ago
- ☆24Aug 19, 2017Updated 9 years ago
- Personal Trading System for Crypto Currency☆16Nov 26, 2019Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Dec 8, 2019Updated 6 years ago