Replication of the 5 Fama-French factors as constructed in their 2015 paper.
☆25Jun 5, 2022Updated 3 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☆40Jul 18, 2022Updated 3 years ago
- Implementation of 5-factor Fama French Model☆143Feb 25, 2021Updated 5 years ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆45Jan 26, 2021Updated 5 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 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Empirical Data and Some Simulation Codes☆113Jun 24, 2019Updated 6 years ago
- Python/Stata Package for Stochastic Dominance Test☆14Jan 26, 2026Updated 3 months ago
- Breakout detection for Python☆13Dec 20, 2025Updated 4 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
- Source code to build a open database portal, accessing public financial data about french company☆10Jan 4, 2023Updated 3 years ago
- ☆36Jul 23, 2023Updated 2 years ago
- GUI for doing bitcoin coinjoin in an asynchronous manner☆15Apr 28, 2015Updated 11 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- PhD 403: Empirical Asset Pricing☆28Dec 3, 2018Updated 7 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆46Jan 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