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1. FF5_augmented_by_new_factor_test_assets_and_factors_builder FF5_augmented_by_new_factor_test_assets_and_factors_builder Public

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2. FF5-measures-construction-and-factors-replication FF5-measures-construction-and-factors-replication Public

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3. Fama_Asset_Pricing_Test Fama_Asset_Pricing_Test Public

   The script performs the classic Fama asset pricing test of a set of factors against multiple set of portfolios. The script is flexible, the user can pass a set of factors in a file a multiple set o…

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4. Fama-French-Factor-download_automatic_procedure Fama-French-Factor-download_automatic_procedure Public

   The Python script retrieves the Fama-French factors data from the online data library provided by Professor Kenneth French R. French on his personal website https://mba.tuck.dartmouth.edu/pages/fac…

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5. Consumption-CAPM-estimated-with-GMM-tutorial Consumption-CAPM-estimated-with-GMM-tutorial Public

   This notebook shows how to estimate the Consumption-CAPM model using the General Method of Moments (GMM)

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6. Eikon_API_Tickers_News_Collector Eikon_API_Tickers_News_Collector Public

   This repository contains the two scripts that make possible to collect from Eikon the news headlines for a list of tickers input and a specific time windows

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