Fama French 3 Factor Model
☆42Feb 3, 2016Updated 10 years ago
Alternatives and similar repositories for FF3Factor
Users that are interested in FF3Factor are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆21Oct 29, 2019Updated 6 years ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型；python☆45Jan 26, 2021Updated 5 years ago
- Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science☆20Jun 8, 2023Updated 2 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Dec 16, 2021Updated 4 years ago
- Algorithmic Trading via Deep Learning☆13Sep 1, 2017Updated 8 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.
- 基于fama-French的三因子模型选股系统☆14Oct 24, 2019Updated 6 years ago
- Implementation of 5-factor Fama French Model☆142Feb 25, 2021Updated 5 years ago
- Dynamical graphical models for multivariate time series data to estimate directed dynamic relationships in networks.☆25Dec 5, 2021Updated 4 years ago
- Codes given in "Derivative Analytics with Python - Yves Hilpisch" Book☆18May 18, 2017Updated 8 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- ☆12Sep 11, 2023Updated 2 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
- Data and code for the paper "Co-citation and Co-authorhship Networks of Statisticians" (https://www.tandfonline.com/doi/full/10.1080/0735…☆14Apr 24, 2022Updated 3 years ago
- A python implementation of R's PerformanceAnalytics package☆22Feb 4, 2014Updated 12 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.
- Pirate Trading Platform: Open source automated trading based on algorithmic market evaluation☆13Sep 25, 2017Updated 8 years ago
- Code repository supporting the medium blog☆12Feb 22, 2020Updated 6 years ago
- This repository provides all Python codes and Jupyter Notebooks of the book Python for Finance -- Analyze Big Financial Data by Yves Hilp…☆15Nov 16, 2017Updated 8 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 2 years ago
- Classical Fama French Three Factor Model.☆24Sep 19, 2020Updated 5 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆40Feb 17, 2026Updated last month
- ☆17Dec 8, 2025Updated 3 months ago
- Code snippets for Alpaca Trading API Guide published on AlgoTrading101's Blog☆34Apr 2, 2021Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆124Jan 15, 2020Updated 6 years ago
- NordVPN Special Discount Offer • AdSave on top-rated NordVPN 1 or 2-year plans with secure browsing, privacy protection, and support for for all major platforms.
- A JAVA package for real-time signal extraction in large multivariate time series☆15Mar 17, 2024Updated 2 years ago
- 利用easytrader实现优矿网(https://uqer.io) 策略一键下单功能☆51Mar 30, 2016Updated 9 years ago
- Randomized algorithm class at CU☆15Jul 8, 2025Updated 8 months ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆19Sep 22, 2016Updated 9 years ago
- IPython Notebooks from Various Presentations☆23Dec 12, 2014Updated 11 years ago
- ☆30Dec 31, 2021Updated 4 years ago
- Possion Regression Example in Python☆11Nov 29, 2016Updated 9 years ago
- ☆30Apr 30, 2017Updated 8 years ago
- Covariance Matrix Estimation via Factor Models☆38Mar 25, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Compute dynamic properties of chemical systems using ring polymer molecular dynamics simulations☆10Mar 21, 2013Updated 13 years ago
- Data Smashing☆13Oct 9, 2014Updated 11 years ago
- Built a trading algorithm in Python for the Tesla stocks returning in 39% higher returns than a simple buy and hold strategy, over a peri…☆19Aug 3, 2019Updated 6 years ago
- Generating Families of Practical Fast Matrix Multiplication Algorithms☆12Jul 7, 2017Updated 8 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- Some jupyter notebooks on various topics☆13Oct 13, 2019Updated 6 years ago
- A Library for Algorithmic Trading with Alpaca in Python☆22Jun 21, 2024Updated last year