FactorLab@CityUHK

Research for Machine Learning in Asset Pricing

Pinned Repositories

EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
Language:Python7666
EquityCharacteristicsSAS
US equity (portfolio) characteristics, the main file is in SAS.
Language:SAS168
EquityCharacteristicsGlobal
Global market equity characteristics.
33
basis_asset
We provided a toolkit to evaluate a set of portfolio, in asset pricing and investment research.
Language:Jupyter Notebook26
MachineLearningToolkit
Machine Learning in Predicting Asset Returns
11

FactorLab@CityUHK 's Repositories

Feng-CityUHK/EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
Language:Python7666
Feng-CityUHK/EquityCharacteristicsSAS
US equity (portfolio) characteristics, the main file is in SAS.
Language:SAS168
Feng-CityUHK/basis_asset
We provided a toolkit to evaluate a set of portfolio, in asset pricing and investment research.
Language:Jupyter Notebook26
Feng-CityUHK/EquityCharacteristicsGlobal
Global market equity characteristics.
33
Feng-CityUHK/MachineLearningToolkit
Machine Learning in Predicting Asset Returns
11