Alternatives and similar repositories for FamaFrenchThreeFacorModel

Users that are interested in FamaFrenchThreeFacorModel are comparing it to the libraries listed below

• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆36Updated 2 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆41Updated last year
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
  RFS2020年论文Emperical asset pricing via machine learning复现
  ☆24Updated 3 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆12Updated last year
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆20Updated 5 years ago
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆17Updated 5 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆20Updated last year
• A-cyan / iVIX
  上证50ETF波动率指数
  ☆11Updated 2 years ago
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆20Updated 3 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆115Updated last year
• Tingqin-D / basic_codes_for_quant
  ☆59Updated last year
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆93Updated 11 months ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆144Updated 5 years ago
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆27Updated 3 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆132Updated 4 years ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆38Updated last year
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• xueyongtu / ML-AC
  ☆28Updated last year
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆94Updated 5 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆25Updated 2 years ago
• Constantineople / Assignment1
  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
  ☆28Updated 2 years ago
• PHBS / MLF
  Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)
  ☆70Updated last year
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆126Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆64Updated 7 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆102Updated 6 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆78Updated 7 years ago
• owstron / VaR_CVaR
  Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.
  ☆14Updated 5 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆91Updated 10 months ago