fischlerben/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.
Jupyter Notebook
Stargazers
- alzh9000@scaleapi
- apexpromgt
- Appendix999
- burksooner
- dahebolangkuan
- datadartsatlanta
- endysonx
- FernandoZanchitta
- frank01100110
- GabrielAbra
- IAMNISHANTSHUKLASymbiosis International University
- MarkoAGM
- MoccazioGermany
- nelsonjmlima
- petaykina
- Pirat83Blue-Sharp
- Rahul4269
- RancyChepchirchirUniversity of Hull
- redpoint13Golden, CO
- RogerioLS@42SP @Octo-IA @incentivar-io @ufscar
- shubhamjw1039k Group
- Sricharan-3
- TamianoB15
- yanfulin
- zilinhuang19