Alternatives and similar repositories for FF5:

Users that are interested in FF5 are comparing it to the libraries listed below

• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆20Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆127Updated 4 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
  ☆40Updated last year
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• nkuguanrui / FamaFrenchThreeFacorModel
  FamaFrench(1992)论文复现;FamaFrench三因子模型；python
  ☆32Updated 4 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…
  ☆62Updated 4 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆14Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 7 months ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆11Updated last year
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆90Updated 5 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆71Updated 3 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆109Updated last year
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆121Updated 4 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated 2 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆80Updated 8 months ago
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆16Updated 4 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆43Updated 5 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 5 years ago
• Tingqin-D / basic_codes_for_quant
  ☆57Updated last year
• 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
  ☆22Updated 2 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆28Updated 3 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆26Updated last year
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆136Updated 7 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆69Updated 3 years ago