Topic: factor-investing Goto Github
Some thing interesting about factor-investing
Some thing interesting about factor-investing
factor-investing,Assignment3 is the application of factor investing
User: algo21-220040088
factor-investing,University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.
User: anthonyli01
factor-investing,This code compiles the Dick-Nielsen (2012) filters to clean the Enhanced TRACE data set. It only compromises data cleaning steps. I did not provide parts where he suggests removing agency transactions.
User: banthafutter
factor-investing,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.
User: caralifarrell
factor-investing,众人的因子回测框架 stock factor test
User: chen-001
factor-investing,In this study, I empirically and statistically investigate the credibility of common asset pricing beliefs using data from S&P 500® constituents from January 2010–December 2020.
User: csatzky
factor-investing,Cluster/Principal Component Analysis of Goldman Sachs Indices For Grouping into More Organized and Easily Allocated Factor Investments.
User: dingandrew07
factor-investing,Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test validity of factor models with Python
User: fernando-urbano
factor-investing,Risk Premia Estimation (FamaMacbeth and Three-pass)
User: hobinkwak
factor-investing,AQR Asset Management datasets in R
User: reckziegel
Home Page: https://reckziegel.github.io/aqrr/
factor-investing,Calculate technical factors for stocks in an efficient, maintainable and correct way
User: shrektan
Home Page: https://shrektan.github.io/techfactor/
factor-investing,Python code for Swade et al. (2023) "Why Do Equally Weighted Portfolio Beat Value-Weighted Ones?" The Journal of Portfolio Management, 49 (5), 167–187.
User: smalswad
factor-investing,Web dashboard to visualize equity factor dynamics using solely publicly available data.
User: viniesposito
Home Page: https://factor-playground.herokuapp.com/
factor-investing,Rewriting the code in "Machine Learning for Factor Investing" in Python
User: viniesposito
factor-investing,Computing Index Prices and Returns from prices/returns of financial assets
User: wally869
factor-investing,Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
User: yannickkae
factor-investing,VAR vs. LSTM: Multivariate Forecasting of Factor Returns
User: yannickkae
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