Pinned Repositories
100-Days-Of-ML-Code
100-Days-Of-ML-Code中文版
asset-pricing
Python script that generates various asset pricing models (CAPM, Fama-French 3-factor & Fama-French 5-factor) for a given stock.
Backtesting
Backtesting on 22 firm-characteristic risk factors ( R, python, cross-sectional linear regression, Fama-MacBeth)
c.k.jung
cavenus
Chu.Yanjun
dezoomify
Dezoomify is a web application to download zoomable images from museum websites, image galleries, and map viewers. Many different zoomable image technologies are supported.
dezoomify-rs
Zoomable image downloader for Google Arts & Culture, Zoomify, IIIF, and others
Econometrics-Course-Project
Project to test the hypothesised relationship that idiosyncratic skewness is negatively correlated with expected return through Fama-Macbeth Regression
Empirical-Asset-Pricing
CAVenus's Repositories
CAVenus/Empirical-Asset-Pricing
CAVenus/100-Days-Of-ML-Code
100-Days-Of-ML-Code中文版
CAVenus/Backtesting
Backtesting on 22 firm-characteristic risk factors ( R, python, cross-sectional linear regression, Fama-MacBeth)
CAVenus/dezoomify
Dezoomify is a web application to download zoomable images from museum websites, image galleries, and map viewers. Many different zoomable image technologies are supported.
CAVenus/dezoomify-rs
Zoomable image downloader for Google Arts & Culture, Zoomify, IIIF, and others
CAVenus/Econometrics-Course-Project
Project to test the hypothesised relationship that idiosyncratic skewness is negatively correlated with expected return through Fama-Macbeth Regression
CAVenus/Fama-and-MacBeth-Test-CAPM
CAVenus/Fama-French-3-Factor-Model-Implementation
Classical Fama French Three Factor Model.
CAVenus/Fama-French-Portfolio-Construction
Constructing Fama French Three Factors 6 Portfolios for SMB and HML
CAVenus/fama-macbeth-1
Testing asset pricing models using the Fama-MacBeth methodology.
CAVenus/Fama-Macbeth-2
This Jupyter Notebook shows how to do Fama-Macbeth regressions for size portfolios divided into 20 quantiles.
CAVenus/Fama-Macbeth-with-Newey-West-Standard-Error
A Python implementation of cross-sectional Fama Macbeth Regression with Newey-West Standard Error
CAVenus/FamaFrench
Fama French 五因素模型适用性实证研究
CAVenus/FamaFrench-1992-
FamaFrench(1992)论文复现;FamaFrench三因子模型；python
CAVenus/FamaFrench2015FF5
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
CAVenus/FamaFrench5Factors
Fama French 5 Factors model.
CAVenus/famafrench_factor_regression
Compute fund regression against Fama-French factors
CAVenus/FamaFrenchTM
implemented FamaFrenchTM model, including calculating fama-french three factors
CAVenus/fancyss-SSR-
fancyss is a project providing tools to across the GFW on asuswrt/merlin based router.
CAVenus/FF5
一个基于**市场的Fama-French五因子实证研究
CAVenus/GRS-test-statistic-for-asset-pricing
GRS test statistic for asset pricing
CAVenus/GRS-test_Python
CAVenus/Implementation-of-5-factor-Fama-French-Model
Implementation of 5-factor Fama French Model
CAVenus/introduction_to_ml_with_python
Notebooks and code for the book "Introduction to Machine Learning with Python"
CAVenus/MessAuto
自动提取Mac平台的短信验证码
CAVenus/mnist-classification
Pytorch、Scikit-learn实现多种分类方法，包括逻辑回归（Logistic Regression）、多层感知机（MLP）、支持向量机（SVM）、K近邻（KNN）、CNN、RNN，极简代码适合新手小白入门，附英文实验报告（ACM模板）
CAVenus/Python-100-Days
Python - 100天从新手到大师
CAVenus/Python-Core-50-Courses
Python语言基础50课
CAVenus/Python-Machine-Learning-Cookbook-Second-Edition
CAVenus/Ryujinx
Experimental Nintendo Switch Emulator written in C#