multifactor-model

There are 5 repositories under multifactor-model topic.

  • etccapital/MultiFactor

    Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

    Language:Jupyter Notebook510220

  • bradleyboyuyang/Empirical-Finance

    Fama-French models, idiosyncratic volatility, event study

    Language:Jupyter Notebook28103

  • polo2444172276/MultiFactor-Backtesting-Framework

    Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

    Language:Jupyter Notebook3001

  • kvathupo/kvathupo.github.io

    Kalinda's personal website

    Language:HTML1101

  • nathanramoscfa/PortfolioOptimization

    A package for portfolio optimization

    Language:Jupyter Notebook0100