fama-french
There are 2 repositories under fama-french topic.
pydata / pandas-datareader
Extract data from a wide range of Internet sources into a pandas DataFrame.
Language:Python 2835opentaps / open-climate-investing
Application and data for analyzing and structuring portfolios for climate investing.
Language:JavaScript 38fkempf92 / FactorData
Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
Language:Python 26teal0range / FF5
一个基于**市场的Fama-French五因子实证研究
Language:Python 25fischlerben / Algorithmic-Trading-Project
Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.
Language:Jupyter Notebook 23ioannisrpt / FamaFrench2015FF5
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
Language:Python 14- Language:TSQL 13
AaronXxx1024 / Fama-French-3-Factor-Model-Implementation
Classical Fama French Three Factor Model.
Language:Python 12- Language:SAS 4
- Language:Python 4
SteffenGue / GRS_Test
Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)
Language:Python 3caralifarrell / Python-Applications-in-Finance
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.
Language:Jupyter Notebook 2- Language:Jupyter Notebook 2
slazarevich / fama_french_quantopian
The repository contains the source code used in "An analysis of investing in U.S. equities with the application of quantitative factor portfolios".
Language:HTML 2vincent27hugh / FF5_MC
The topic is about using Monte Carlo technique to investigate some linear regression properties of the Fama-French five-factor model.
Language:R 2Gerrg / R-Projects
I analysed financial data from financial markets using developed models
Language:R 1HumanRupert / fama_french_3fm
Source code of the article Calculate Required Rate of Return With the Fama-French Three-Factor Model
Language:Jupyter Notebook 1- Language:Jupyter Notebook 1
aidanabekboeva / Forecasting-Using-Fama-French-Model-Factors
This project involves forecasting the price direction of public US companies' market index (VTI) using the Fama-French Five-Factor Model. The dataset includes VTI's daily returns and various factors. The project involves data preprocessing, exploratory data analysis, and building forecasting models.
Language:HTML 0CorredorManuel / final-project
Final Project of Capital Markets
Language:TeX 0dBCooper2 / financial-modeling
Financial Modeling in Python
Language:Jupyter Notebook 0injekim / reddit-stock-sentiment
Exploring the Relationship between Stock Returns and Social Media Sentiments
Language:Jupyter Notebook 0lisaleecodes / CQA-Investment-Competition-
Includes Report & Adjustment of weights
0MonroeGamble / ARK_ETF_Anaylsis
This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.
Language:Python 0Testing Portfolios to assess the accuracy of financial models I have built
Language:Jupyter NotebookNikolaySimakov / Fama-French-models
Fama French models on S&P 500 dataset
Language:Jupyter Notebooksimran2097 / ServiceNow-Stock-Prediction
Machine Learning & Python in Finance
Language:Jupyter Notebook
