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Decomposing sector ETFs with Famma French multi factors

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Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
data		data
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
build_factor.py		build_factor.py
get_rawdata.py		get_rawdata.py
proc_rawdata.py		proc_rawdata.py
visualize.ipynb		visualize.ipynb

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Famma-French-Factors-with-Sector-ETF

Decomposing sector ETFs with Famma French multi factors

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Decomposing sector ETFs with Famma French multi factors

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