Alternatives and similar repositories for FamaFrenchThreeFacorModel

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

• 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 2 years ago
• YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
  RFS2020年论文Emperical asset pricing via machine learning复现
  ☆27Updated 3 years ago
• WHUFT / WHU_FinTech_Workshop
  武汉大学金融科技研讨班
  ☆345Updated this week
• Tingqin-D / basic_codes_for_quant
  ☆60Updated last year
• whyecofiliter / EAP
  empirical asset pricing
  ☆47Updated last year
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆131Updated 2 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆36Updated 3 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆138Updated 5 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆13Updated 2 years ago
• jcchao / deeplearning-for-quant
  本项目为深度学习在多因子量化选股中的一种实践
  ☆109Updated 6 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆26Updated 2 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆20Updated last year
• JoshuaQYH / TIDIBEI
  基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM
  ☆217Updated 5 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆315Updated 5 years 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…
  ☆152Updated 5 years ago
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆21Updated 5 years ago
• xueyongtu / ML-AC
  ☆29Updated last year
• coamo2 / Barra
  Barra Multifactor Model
  ☆147Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆143Updated 8 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆98Updated last month
• Stanford-Advanced-Fintech-Lab / missing_data_core
  This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…
  ☆12Updated last year
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆201Updated 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
  ☆30Updated 2 years ago
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆27Updated 3 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆167Updated 7 years ago
• QuantNi / Quant_Statistics
  ☆12Updated 3 years ago
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆68Updated 4 years ago
• QuantNi / Quant-Report
  ☆175Updated 2 years ago