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multi-factor-model

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z-boyi / Multi-Factor-Equity-Strategy-Backtesting

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A modular Python framework for researching and backtesting multi-factor equity strategies using classical factors (Value, Momentum, Size), Fama–MacBeth regressions, IC/IR analysis, and long–short portfolio evaluation.

python pandas financial-data backtesting-trading-strategies yahoo-finance quant-finance-models factor-investing quant-finance portfolio-construction-analysis alpha-research quantitative-research-project fama-macbeth-regression multi-factor-model
  • Updated Dec 3, 2025
  • Python

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