multifactor-model

There are 1 repository under multifactor-model topic.

• etccapital / MultiFactor

  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

  alphalensmultifactor-modelpython-for-financequantitative-finance
  Language:Jupyter Notebook 52

• bradleyboyuyang / Empirical-Finance

  Fama-French models, idiosyncratic volatility, event study

  investment-analysisempirical-financemultifactor-modelevent-studiescapmefficient-frontierfama-macbeth
  Language:Jupyter Notebook 28

• polo2444172276 / MultiFactor-Backtesting-Framework

  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

  quantitative-financemultifactor-modelbacktesting-frameworks
  Language:Jupyter Notebook 3

• kvathupo / kvathupo.github.io

  Kalinda's personal website

  financefinance-managementstock-price-predictionmultifactor-modelmultilinear-regressionasset-managementstock-marketstock-trading
  Language:HTML 1

• nathanramoscfa / PortfolioOptimization

  A package for portfolio optimization

  financemultifactor-modelportfolio-managementportfolio-optimizationpython
  Language:Jupyter Notebook 0