Extract data from a wide range of Internet sources into a pandas DataFrame.
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Updated
Feb 19, 2024 - Python
Extract data from a wide range of Internet sources into a pandas DataFrame.
Application and data for analyzing and structuring portfolios for climate investing.
Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
一个基于中国市场的Fama-French五因子实证研究
Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
Source code of the article Calculate Required Rate of Return With the Fama-French Three-Factor Model
The repository contains the source code used in "An analysis of investing in U.S. equities with the application of quantitative factor portfolios".
The topic is about using Monte Carlo technique to investigate some linear regression properties of the Fama-French five-factor model.
A toolkit for asset pricing research
Financial Modeling in Python
Final Project of Capital Markets
Fama French models on S&P 500 dataset
This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.
Exploring the Relationship between Stock Returns and Social Media Sentiments
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