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fama-french-choose-stock's Introduction

Thank you @SapiensSuwan, Let me check the code so that it can be used by others for reference

Fama-French-choose-stock

基于Python3环境下设计的,请使用python3环境编译
样本数据采集自网易财经,采用的是上证50板块
Fama.py是主要计算脚本
其他皆为获取数据的脚本
分别是获取股票股本,股票收盘价,股票净资产
需要搭建数据库,数据表的设计可以参考代码中字段
语言:python3.6
需要安装的库:numpy,pandas,stats models等,如果程序报错缺少模块,安装模块再重新编译(可在代码中查看)
代码中有注释,可自行研究或做参考。
自己对Fama-French的见解,利用Fama-French三因子模型对**A股市场锂电池板块的研究(基于聚宽平台)

Fama-French-choose-stock how to use

  1. 创建一个数据库环境(Mysql)
  2. 创建一个数据库,名字叫testdata。
  3. 导入testdata.sql
  4. 运行Fama.py
  5. 报错的话,根据错误自己解决,也可以提issue。

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