capm
There are 72 repositories under capm topic.
dkanungo/Probabilistic-ML-for-finance-and-investing
Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python
AkshayS21/Reinforcement-Learning-for-Optimal-Financial-Trading
Implementation of the DDPG algorithm for Optimal Finance Trading
manuwhs/Trapyng
Python library to implement advanced trading strategies using machine learning and perform backtesting.
Ztrimus/Stock-Market-Analysis
Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.
lamres/capm_shiny
Demo project of creating an interactive analytical tool for stock market using CAPM.
bradleyboyuyang/Empirical-Finance
Fama-French models, idiosyncratic volatility, event study
pouyaardehkhani/FinancialAnalysis
This notebook provides some skills to perform financial analysis on economical data.
ntrang086/computational_investing
modeling the behavior of stock markets: create a market simulator, technical indicator, and a strategy that generates orders
KarryRen/An-Empirical-Study-of-CAPM
An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data.
sammuharem/beta-calculator
Python beta calculator that retrieves stock and market data and provides linear regressions.
BendeguzBiksi/Master-Studies-Econometrics-I
Master Degree Coursework: Econometrics I
oronimbus/pybeta
A lean package to estimate financial asset betas
zodiac3539/FinanceInR1
Finance R program - bond pricing, option pricing, and others
mattNest/CAPM-Model-Demo
CAPM Model demo using Python
piero-c/robo-advisor
robo-advisor is a quantitative analysis script written in Python that generates the least volatile portfolio given a list of stocks, with the goal of a 0% return.
ajaytech/capmlevel1final
CAPM Level1 Final Code
idjoannachen/Quantitative-Investing
MGT 595 coursework
statikkkkk/CAPM-Validation
CAPM Validation
SteffenGue/GRS_Test
Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)
yuz0101/QuantFin
A toolkit for asset pricing research
HumanRupert/fama_french_3fm
Source code of the article Calculate Required Rate of Return With the Fama-French Three-Factor Model
sebastianesch/sap-cap-examples
My personal examples for the SAP Cloud Application Programming Model (https://cap.cloud.sap).
tanmaychk/CAPM-Financial-Analysis
A web application that is designed to perform calculations based on Capital Asset Pricing Model for different stocks of the S&P 500
thk-cheng/Backtest_US_Portfolio
Backtesting my current US stocks portfolio
xcrackerx/CAPM-Financial-Analysis
Capital Asset Pricing Model
Advaitiyer/financial-analytics
Machine Learning for Finance, Portfolio Management and Optimization
mohithsathyanarayanan/FINTECH
The basic implementation of the famous Capital asset pricing model and portfolio assessment based on the Capital Asset Pricing Model.
NikolaySimakov/Fama-French-models
📈 Fama French and ML models on S&P 500 dataset
nisa-g/CAPM-Web-Application-Financial-Analysis
This project showcases a web application that is designed to perform CAPM calculations for different stocks. The application uses Python programming language and its libraries such as Pandas, NumPy, Streamlit and Plotly, to gather stock data from Yahoo Finance and perform calculations to determine expected returns.
virajvaidya/CAPM
Computations of alpha and beta for tech stocks on the Australian Stock Exchange using the Capital Asset Pricing Model.
jacksonwalters/finance
Financial modeling in Python - ARIMA, GARCH, Black-Scholes, CAPM, XGBoost
JedrekWas03/Finance
Reposity presents code I used for my financial management projects, especially for the portfolio analyses.