2 results found Sort:

etccapital
MultiFactor etccapital
22
59
unknown
1
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 pr...
alphalens multifactor-model python-for-finance quantitative-finance
Created 2021-10-24
90 commits to main branch, last one 2 years ago
bradleyboyuyang
Empirical-Finance bradleyboyuyang
4
30
unknown
1
Fama-French models, idiosyncratic volatility, event study
capm fama-macbeth event-studies empirical-finance multifactor-model efficient-frontier investment-analysis
Created 2022-02-27
105 commits to main branch, last one 2 years ago