Topic: multifactor-model Goto Github
Some thing interesting about multifactor-model
Some thing interesting about multifactor-model
multifactor-model,Fama-French models, idiosyncratic volatility, event study
User: bradleyboyuyang
multifactor-model,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.
Organization: etccapital
multifactor-model,Kalinda's personal website
User: kvathupo
multifactor-model,A package for portfolio optimization
User: nathanramoscfa
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