Replication of the 5 Fama-French factors as constructed in their 2015 paper.
☆26Jun 5, 2022Updated 4 years ago
Alternatives and similar repositories for FamaFrench2015FF5
Users that are interested in FamaFrench2015FF5 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A package to sort stocks into portfolios and calculate weighted-average returns.☆18Jul 24, 2022Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆41Jul 18, 2022Updated 3 years ago
- Implementation of 5-factor Fama French Model☆147Feb 25, 2021Updated 5 years ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型；python☆45Jan 26, 2021Updated 5 years ago
- A Notebook Replicate of Pycon Talk 'Why Python is huge in finance? by Daniel Roos'☆12Sep 18, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Applying the Fama Three-factor Model to the Chinese stock market. Verifying the validity of the model. The operation of the data is mainl…☆20Apr 12, 2019Updated 7 years ago
- Empirical Data and Some Simulation Codes☆115Jun 24, 2019Updated 6 years ago
- Python/Stata Package for Stochastic Dominance Test☆14Jan 26, 2026Updated 4 months ago
- Breakout detection for Python☆13Dec 20, 2025Updated 5 months ago
- 基于Transformer架构的量化金融预测研究☆10Dec 26, 2022Updated 3 years ago
- Classical Fama French Three Factor Model.☆23Sep 19, 2020Updated 5 years ago
- ☆36Jul 23, 2023Updated 2 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
- GUI for doing bitcoin coinjoin in an asynchronous manner☆15Apr 28, 2015Updated 11 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 一个使用 PaddleSpeech 和 Streamlit 开发的中文语音识别与转写工具，可以将 MP3 格式的录音文件转换为带标点的文字。☆14Apr 10, 2023Updated 3 years ago
- PhD 403: Empirical Asset Pricing☆27Dec 3, 2018Updated 7 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆49Jan 26, 2023Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Replication and extension of the study by Fama and French (1993) for three-factor asset pricing model☆14Oct 5, 2017Updated 8 years ago
- ☆10Jul 21, 2019Updated 6 years ago
- Quant_Strategy☆26Dec 2, 2022Updated 3 years ago
- A Beginner's Python Guide for Data Analysis☆22Nov 5, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- Utilities and applications for the FlatGov project by Demand Progress☆17Feb 8, 2023Updated 3 years ago
- 感谢石川等大佬的著作《因子投资-方案与实际》，本repo将尝试作为补充，为各个概念提供说明，以及尝试提供实现部分代码☆17Mar 4, 2023Updated 3 years ago
- Software, written in C for a spying device, that is able to retrieve a sound in the room, from a light source (like a hanging bulb or lig…☆16Jan 20, 2021Updated 5 years ago
- Aqistudy_Weather加密破解Aqistudy中国城市空气质量在线检测平台☆16Nov 6, 2018Updated 7 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆17Dec 9, 2016Updated 9 years ago
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆23Jul 17, 2024Updated last year
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆12Sep 1, 2019Updated 6 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- Notebooks that support https://python-advanced.quantecon.org☆20Apr 10, 2026Updated last month
- archived : use csdid instead☆12Mar 3, 2023Updated 3 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- ☆99Sep 9, 2021Updated 4 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆18Sep 5, 2025Updated 9 months ago
- 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