fama-french
There are 28 repositories under fama-french topic.
pydata/pandas-datareader
Extract data from a wide range of Internet sources into a pandas DataFrame.
opentaps/open-climate-investing
Application and data for analyzing and structuring portfolios for climate investing.
teal0range/FF5
一个基于**市场的Fama-French五因子实证研究
fkempf92/FactorData
Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
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.
ioannisrpt/FamaFrench2015FF5
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
AaronXxx1024/Fama-French-3-Factor-Model-Implementation
Classical Fama French Three Factor Model.
songzh96/Fama-French-choose-stock
基于fama-French的三因子模型选股系统
ed-dehaan/FamaFrenchIndustries
SAS Code for Fama French SIC Industry Groups
SteffenGue/GRS_Test
Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)
yuz0101/QuantFin
A toolkit for asset pricing research
caralifarrell/Python-Applications-in-Finance
A project to estimate a stock's risk with a linear regression model in Python, using the Fama-French Carhart model and live data from Yahoo Finance.
HumanRupert/fama_french_3fm
Source code of the article Calculate Required Rate of Return With the Fama-French Three-Factor Model
jojo142/Stress-Testing-Financial-Portfolios
Stress Testing Financial Portfolios using S&P 500 Stock Data from Kaggle.
lamnhutthinh/fama_french_calculation
Regression base on 3 factors Fama-French theory.
NikolaySimakov/Fama-French-models
📈 Fama French and ML models on S&P 500 dataset
slazarevich/fama_french_quantopian
The repository contains the source code used in "An analysis of investing in U.S. equities with the application of quantitative factor portfolios".
vincent27hugh/FF5_MC
The topic is about using Monte Carlo technique to investigate some linear regression properties of the Fama-French five-factor model.
Gerrg/R-Projects
I analysed financial data from financial markets using developed models
aidanabekboeva/Forecasting-Using-Fama-French-Model-Factors
This project involves forecasting the price direction of public US companies' market index (VTI) using the Fama-French Five-Factor Model. The dataset includes VTI's daily returns and various factors. The project involves data preprocessing, exploratory data analysis, and building forecasting models.
CorredorManuel/final-project
Final Project of Capital Markets
dBCooper2/financial-modeling
Financial Modeling in Python
injekim/reddit-stock-sentiment
Exploring the Relationship between Stock Returns and Social Media Sentiments
lisaleecodes/CQA-Investment-Competition-
Includes Report & Adjustment of weights
MonroeGamble/ARK_ETF_Anaylsis
This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.
dBCooper2/portfolio-backtesting
Testing Portfolios to assess the accuracy of financial models I have built
simran2097/ServiceNow-Stock-Prediction
Machine Learning & Python in Finance