kurucan / asset-pricing

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

asset-pricing

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

To view the code and results:

• Open the Jupyter notebook in Github.

To run the algorithm:

1. Go to the working directory where you want to store the Python and CSV files.
2. Download Python script and CSV file in the desired working directory.
3. Run Python script