Extract data from a wide range of Internet sources into a pandas DataFrame.

Application and data for analyzing and structuring portfolios for climate investing.

一个基于中国市场的Fama-French五因子实证研究

Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud

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.

Classical Fama French Three Factor Model.

基于fama-French的三因子模型选股系统

A toolkit for asset pricing research

Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)

SAS Code for Fama French SIC Industry Groups

The topic is about using Monte Carlo technique to investigate some linear regression properties of the Fama-French five-factor model.

Source code of the article Calculate Required Rate of Return With the Fama-French Three-Factor Model

📈 Fama French and ML models on S&P 500 dataset

The repository contains the source code used in "An analysis of investing in U.S. equities with the application of quantitative factor portfolios".

Stress Testing Financial Portfolios using S&P 500 Stock Data from Kaggle.

Regression base on 3 factors Fama-French theory.

A project to estimate a stock's risk with a linear regression model in Python, using the Fama-French Carhart model and live data from Yahoo Finance.

I analysed financial data from financial markets using developed models