fama-french topic
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fama-french repositories
pandas-datareader
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Extract data from a wide range of Internet sources into a pandas DataFrame.
open-climate-investing
39
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13
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Application and data for analyzing and structuring portfolios for climate investing.
FF5
25
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7
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一个基于中国市场的Fama-French五因子实证研究
Algorithmic-Trading-Project
23
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8
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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 L...
FactorData
27
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10
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Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud