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Name: Jung
Type: User
Name: Jung
Type: User
100-Days-Of-ML-Code中文版
Python script that generates various asset pricing models (CAPM, Fama-French 3-factor & Fama-French 5-factor) for a given stock.
Backtesting on 22 firm-characteristic risk factors ( R, python, cross-sectional linear regression, Fama-MacBeth)
Dezoomify is a web application to download zoomable images from museum websites, image galleries, and map viewers. Many different zoomable image technologies are supported.
Zoomable image downloader for Google Arts & Culture, Zoomify, IIIF, and others
Project to test the hypothesised relationship that idiosyncratic skewness is negatively correlated with expected return through Fama-Macbeth Regression
IPA's for electra
Classical Fama French Three Factor Model.
Python codes for Fama French and Fama Macbeth
Constructing Fama French Three Factors 6 Portfolios for SMB and HML
This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whether a linear factor model can explain a cross-section of portfolio returns.
Testing asset pricing models using the Fama-MacBeth methodology.
The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
Fama-MacBeth (1973) Risk Factors premia calculation
This Jupyter Notebook shows how to do Fama-Macbeth regressions for size portfolios divided into 20 quantiles.
A Python implementation of cross-sectional Fama Macbeth Regression with Newey-West Standard Error
Fama French 五因素模型适用性实证研究
FamaFrench(1992)论文复现;FamaFrench三因子模型;python
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
Fama French 5 Factors model.
Compute fund regression against Fama-French factors
implemented FamaFrenchTM model, including calculating fama-french three factors
fancyss is a project providing tools to across the GFW on asuswrt/merlin based router.
Applying the Fama Three-factor Model to the Chinese stock market. Verifying the validity of the model. The operation of the data is mainly based on pandas.
Fama French 3 Factor Model
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.