众人的因子回测框架 stock factor test
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Updated
Aug 5, 2024 - Python
众人的因子回测框架 stock factor test
Web dashboard to visualize equity factor dynamics using solely publicly available data.
Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test validity of factor models with Python
Risk Premia Estimation (FamaMacbeth and Three-pass)
Python code for Swade et al. (2023) "Why Do Equally Weighted Portfolio Beat Value-Weighted Ones?" The Journal of Portfolio Management, 49 (5), 167–187.
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