fama-french topic

Extract data from a wide range of Internet sources into a pandas DataFrame.

pydata

Application and data for analyzing and structuring portfolios for climate investing.

opentaps

一个基于中国市场的Fama-French五因子实证研究

teal0range

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...

fischlerben

Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud

fkempf92