capm

There are 1 repository under capm topic.

• AkshayS21 / Reinforcement-Learning-for-Optimal-Financial-Trading

  Implementation of the DDPG algorithm for Optimal Finance Trading

  actor-criticddpg-algorithmddpg-agentfinancecapmalmgren-chriss
  Language:Jupyter Notebook 42

• manuwhs / Trapyng

  Python library to implement advanced trading strategies using machine learning and perform backtesting.

  tradingmql4tensorflowkalman-filtergaussian-processesexpectation-maximizationrnnlinear-modelsindicatorsoscillatorsconstrained-optimizationgraphicscapmmultivariate-statisticsevent-drivenwidget-libraries
  Language:Python 36

• lamres / capm_shiny

  Demo project of creating an interactive analytical tool for stock market using CAPM.

  rshinyshinyappscapmstocksstock-marketdata-sciencetime-series
  Language:R 34

• Ztrimus / Stock-Market-Analysis

  Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.

  data-visualizationdata-analysisstock-predictionclassificationpandaspythonmatplotlibstock-marketvwapcorrelationdiversificationvolatilitybollinger-bandscapmrandom-forestmodern-portfolio-theoryk-means-clusteringstock-dataregressionstock
  Language:Jupyter Notebook 31

• bradleyboyuyang / Empirical-Finance

  Fama-French models, idiosyncratic volatility, event study

  capmefficient-frontierempirical-financeevent-studiesfama-macbethinvestment-analysismultifactor-model
  Language:Jupyter Notebook 23

• ntrang086 / computational_investing

  modeling the behavior of stock markets: create a market simulator, technical indicator, and a strategy that generates orders

  market-simulatorportfoliotradeindicatorbollingercapmtechnical-analysisportfolio-analysisscipy
  Language:Python 21

• pouyaardehkhani / FinancialAnalysis

  This notebook provides some skills to perform financial analysis on economical data.

  financestock-marketstockquantitative-financenlp-machine-learningnlpdeep-learningmachine-learningclusteringtime-series-analysisportfolio-asset-allocationcapmmontecarlo-simulationsentimental-analysiscustomer-segmentation-analysiscustomer-segmentationstock-data-visualization
  Language:Jupyter Notebook 17

• BendeguzBiksi / Master-Studies-Econometrics-I

  Master Degree Coursework: Econometrics I

  stataregressionregression-analysismultiple-linear-regressionhypothesis-testingcourseworkinstrumental-variablecapmelasticitydemandsupplyendogeneityols-regressionolsestimationstatisticseconometricsdata-analysiseconometrics-graduate-course
  Language:Stata 9

• sammuharem / beta-calculator

  Python beta calculator that retrieves stock and market data and provides linear regressions.

  betacapmfinanceinternationalpythonrisk-analysisstock-datastock-marketstocks
  Language:Python 9

• zodiac3539 / FinanceInR1

  Finance R program - bond pricing, option pricing, and others

  financerbond-pricingk-nearest-neighbourscapmbondnpvytm
  Language:R 9

• mattNest / CAPM-Model-Demo

  CAPM Model demo using Python

  capmfinancematplotlibnumpypandaspython3
  Language:Jupyter Notebook 8

• oronimbus / pybeta

  A lean package to estimate financial asset betas

  betacapmquant
  Language:Jupyter Notebook 7
• robo-advisor

  piero-c / robo-advisor

  robo-advisor is a quantitative analysis script written in Python that generates the least volatile portfolio given a list of stocks, with the goal of a 0% return.

  capmdata-analysisdata-visualizationmatplotlibmonte-carlo-simulationmultithreadingnumpypandaspythonqueuerecursionstatisticscomputational-financefinancequantitative-finance
  Language:Jupyter Notebook 6

• pranav0904 / Fama-French-Three-Factor-Model

  Fintech

  capmfactor-modelfintech
  Language:Jupyter Notebook 5

• statikkkkk / CAPM-Validation

  CAPM Validation

  capm
  Language:Python 4

• ajaytech / capmlevel1final

  CAPM Level1 Final Code

  capmsapcpsap-cloud-platform
  Language:HTML 3

• idjoannachen / Quantitative-Investing

  MGT 595 coursework

  capmgrs-testmean-variance-analysismomentum-trading-strategymarket-efficiencyrisk-factor-models
  Language:Jupyter Notebook 3

• quantumsnowball / AppleDaily20191104

  mean-variance-optimizationmean-variance-modelmean-variance-analysismeanvariancestandard-deviationportfolioportfolio-optimizerportfolio-optimizationcapmrisk-management
  Language:Python 3

• SteffenGue / GRS_Test

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

  asset-pricingcapmfama-frenchfinancegrs-testpython
  Language:Python 3

• thk-cheng / Backtest_US_Portfolio

  Backtesting my current US stocks portfolio

  tidyquantquantmodtidyverseportfolio-analysiscapmvalue-at-riskexpected-shortfallquantitative-financesharpe-ratiobacktestingbacktesting-trading-strategies
  Language:R 3

• xcrackerx / CAPM-Financial-Analysis

  Capital Asset Pricing Model

  capmfinancial-analysisnumpypandasplotlypython3streamlit
  Language:Python 3

• yuz0101 / QuantFin

  A toolkit for asset pricing research

  pricingasset-pricingempiricalfama-frenchfinancemomentumportfoliocapmquantfactor-modelsquantitativeportfolio-sortingempirical-financeportfolio-managementquantitative-finance
  Language:Python 3

• Advaitiyer / financial-analytics

  Machine Learning for Finance, Portfolio Management and Optimization

  capmrfinancial-datafinancial-analysisportfolio-managementportfolio-optimization
  Language:R 2

• davidpcg01 / Continuous-Porfolio-Optimization

  capmcryptocurrencymarkowitz-portfolio-analysisnatural-language-processingportfolio-optimizationsentiment-analysistwitter-sentiment-analysis
  Language:Jupyter Notebook 2

• mohithsathyanarayanan / FINTECH

  The basic implementation of the famous Capital asset pricing model and portfolio assessment based on the Capital Asset Pricing Model.

  capmasset-pricingportfolioanalytics
  Language:Java 2

• quantumsnowball / AppleDaily20190722

  mean-variance-optimizationmean-variance-modelmean-variance-analysismeanvariancestandard-deviationstockstock-marketcapmsharpe-ratiorisk-managementportfolioportfolio-optimizationportfolio-management
  Language:Python 2

• tanmaychk / CAPM-Financial-Analysis

  A web application that is designed to perform calculations based on Capital Asset Pricing Model for different stocks of the S&P 500

  capmfinancial-analysisnumpypandaspythonstreamlityahoo-finance
  Language:Python 2

• virajvaidya / CAPM

  Computations of alpha and beta for tech stocks on the Australian Stock Exchange using the Capital Asset Pricing Model.

  alpha-betaasxcapmfinancefinancial-analysisquantitative-finance
  Language:Jupyter Notebook 2

• aambroo / AI4Finance

  This repository contains five projects plus a final project assigned during the AI for Finance course of Artificial Intelligence Systems, UniTN.

  capmdeep-learningfinancemachine-learningregression-analysistime-series-analysis
  Language:Jupyter Notebook 1

• annguyen308 / PORTFOLIO-ASSET-PRICING

  Financial Portfolios, Modern Portfolio Theory, and Asset Pricing

  asset-pricingcapmfinanceoptimal-portfoliopython3risk-return-predictive-analysis
  Language:Jupyter Notebook 1

• assoniraiter / capm-app

  App designed to calculate beta parameters from the companies listed in B3 index (Ibovespa) using Sharpe's CAPM (1964).

  financestocksharpe-ratiosharpevaluationcapmbeta
  Language:Python 1

• BretasArthur / CAPyM

  Some codes related to CAPM and portfolio management in Python.

  capmpythonportfolio-managementbetainvestment-analysis
  Language:Jupyter Notebook 1

• HumanRupert / fama_french_3fm

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

  capmfama-frenchfinanceinvestingtrading
  Language:Jupyter Notebook 1

• nisa-g / CAPM-Web-Application-Financial-Analysis

  This project showcases a web application that is designed to perform CAPM calculations for different stocks. The application uses Python programming language and its libraries such as Pandas, NumPy, Streamlit and Plotly, to gather stock data from Yahoo Finance and perform calculations to determine expected returns.

  capmfinancial-analysisfinancial-dataproject-datasp500sp500-data-analysisstock-marketstreamlitstreamlit-webapp
  Language:Python 1

• sebastianesch / sap-cap-examples

  My personal examples for the SAP Cloud Application Programming Model (https://cap.cloud.sap).

  sapcapmcloud-application-programming-modelcap
  Language:JavaScript 1

• TheHarshal30 / Eclipse-Model

  Implementing Capital Asset Pricing Model (CAPM) in python for NIFTY50

  capmfinanceportfolio-optimization
  Language:Jupyter Notebook 1