Applying the Fama Three-factor Model to the Chinese stock market. Verifying the validity of the model. The operation of the data is mainly based on pandas.
☆21Apr 12, 2019Updated 7 years ago
Alternatives and similar repositories for Fama-French-3-Factor-Model
Users that are interested in Fama-French-3-Factor-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:
- Classical Fama French Three Factor Model.☆23Sep 19, 2020Updated 5 years ago
- 🏆 Purple 📈: Deutsche Bank trading anomaly detector @ the University of Warwick☆11Mar 13, 2017Updated 9 years ago
- Code for the paper "Learning to Do or Learning While Doing: Reinforcement Learning and Bayesian Optimisation for Online Continuous Tuning…☆13Nov 15, 2023Updated 2 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆18Jul 24, 2022Updated 3 years ago
- A PyTorch Lightning template to try out a wide range of ideas on the Ubiquant Market Prediction competition without modifying any code!☆12Mar 24, 2022Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆12Apr 1, 2025Updated last year
- [SDM 2023] Probabilistic Decomposition Transformer for Time Series Forecasting☆17Sep 19, 2023Updated 2 years ago
- 写给谭总转向计算机领域（量化交易）的一个入门引导☆18Aug 19, 2020Updated 5 years ago
- Implementation of 5-factor Fama French Model☆143Feb 25, 2021Updated 5 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Replication and extension of the study by Fama and French (1993) for three-factor asset pricing model (2016)☆13Oct 5, 2017Updated 8 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- ☆80Jan 19, 2026Updated 3 months ago
- Arithmetic multiplier benchmarks☆12Nov 13, 2017Updated 8 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.
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆21Oct 29, 2019Updated 6 years ago
- Datasets used for NeuralProphet tutorials☆21Jul 7, 2023Updated 2 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆42Jun 25, 2024Updated last year
- 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
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆36Mar 20, 2023Updated 3 years ago
- ☆13Oct 18, 2022Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆109Aug 9, 2024Updated last year
- TA-Lib Tutorial (see https://www.ta-lib.org/)☆21Mar 11, 2021Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- NotesTeX (or its nickname NoTeX) is a simple LaTeX notes taking package for students.☆28Jan 4, 2024Updated 2 years ago
- Javascript Renderer for KineticGraphs☆48Feb 9, 2026Updated 2 months ago
- Zero to ASIC group submission for MPW2☆13Mar 26, 2025Updated last year
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆40Feb 17, 2026Updated 2 months ago
- ☆15Mar 15, 2018Updated 8 years ago
- Galformer: A Transformer with Generative Decoding and a Hybrid Loss Function for Multi-Step Stock Market Index Prediction☆50Aug 11, 2025Updated 8 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Feb 9, 2021Updated 5 years ago
- Gradio UI to load crewAI configuration from excel xls and generate the python code. The source of the crews is in the xls. It allows for …☆11Oct 17, 2025Updated 6 months ago
- This is a LoRA model finetuned on Wan-I2V-14B-480P. It turns things in the image into fluffy toys.☆19Nov 10, 2025Updated 5 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- aigc evals☆10Dec 2, 2023Updated 2 years ago
- ☆13Oct 4, 2024Updated last year
- ☆58Sep 26, 2023Updated 2 years ago
- API serving for your diffusers models☆11Jan 19, 2024Updated 2 years ago
- ☆10Jul 25, 2023Updated 2 years ago
- 捕碳大作战☆15Dec 22, 2021Updated 4 years ago
- Sentence Embedding as a Service☆15Jun 30, 2025Updated 9 months ago