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

Deep Reinforcement Learning trading strategies: Double DQN with Transformer Attention + Multi-Factor Model (Fama-French inspired). Features adaptive risk management and volatility targeting.

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

一个基于中国市场的Fama-French五因子实证研究

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

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 Learning model and portfolio results are evaluated and compared.

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

Replication of the 5 Fama-French factors as constructed in their 2015 paper.

Classical Fama French Three Factor Model.

基于fama-French的三因子模型选股系统

Stress Testing Financial Portfolios using S&P 500 Stock Data from Kaggle.

SAS Code for Fama French SIC Industry Groups

A toolkit for asset pricing research

Source code of the article Calculate Required Rate of Return With the Fama-French Three-Factor Model

Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)

Exploring the Relationship between Stock Returns and Social Media Sentiments

A project to estimate a stock's risk with a linear regression model in Python, using the Fama-French Carhart model and live data from Yahoo Finance.

📈 Fama French and ML models on S&P 500 dataset

The repository contains the source code used in "An analysis of investing in U.S. equities with the application of quantitative factor portfolios".