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100-days-of-ml-code

100-Days-Of-ML-Code中文版

asset-pricing

Python script that generates various asset pricing models (CAPM, Fama-French 3-factor & Fama-French 5-factor) for a given stock.

backtesting

Backtesting on 22 firm-characteristic risk factors ( R, python, cross-sectional linear regression, Fama-MacBeth)

c.k.jung

cavenus

chu.yanjun

dezoomify

Dezoomify is a web application to download zoomable images from museum websites, image galleries, and map viewers. Many different zoomable image technologies are supported.

dezoomify-rs

Zoomable image downloader for Google Arts & Culture, Zoomify, IIIF, and others

econometrics-course-project

Project to test the hypothesised relationship that idiosyncratic skewness is negatively correlated with expected return through Fama-Macbeth Regression

electra-ipas

IPA's for electra

empirical-asset-pricing

fama-and-macbeth-test-capm

fama-french-3-factor-model-implementation

Classical Fama French Three Factor Model.

fama-french-and-fama-macbeth

Python codes for Fama French and Fama Macbeth

fama-french-portfolio-construction

Constructing Fama French Three Factors 6 Portfolios for SMB and HML

fama-macbeth

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.

fama-macbeth-1

Testing asset pricing models using the Fama-MacBeth methodology.

fama-macbeth-1973-

The code implements FamaMacbeth regression as in Fama & MacBeth (1973)

fama-macbeth-1973-risk-factors-

Fama-MacBeth (1973) Risk Factors premia calculation

fama-macbeth-2

This Jupyter Notebook shows how to do Fama-Macbeth regressions for size portfolios divided into 20 quantiles.

fama-macbeth-with-newey-west-standard-error

A Python implementation of cross-sectional Fama Macbeth Regression with Newey-West Standard Error

famafrench

Fama French 五因素模型适用性实证研究

famafrench-1992-

FamaFrench(1992)论文复现;FamaFrench三因子模型；python

famafrench2015ff5

Replication of the 5 Fama-French factors as constructed in their 2015 paper.

famafrench5factors

Fama French 5 Factors model.

famafrench_factor_regression

Compute fund regression against Fama-French factors

famafrenchtm

implemented FamaFrenchTM model, including calculating fama-french three factors

fancyss-ssr-

fancyss is a project providing tools to across the GFW on asuswrt/merlin based router.

ff-3-factor-ch-mkt

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.

ff3factor

Fama French 3 Factor Model