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GitHub / blaahhrrgg / equity-risk-model
Attribution and optimisation using a multi-factor equity risk model.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/blaahhrrgg%2Fequity-risk-model
Stars: 21
Forks: 5
Open Issues: 0
License: mit
Language: Jupyter Notebook
Repo Size: 1.19 MB
Dependencies:
1
Created: over 2 years ago
Updated: 4 months ago
Last pushed: 4 months ago
Last synced: 4 months ago
Topics: factor-model, finance, portfolio-construction, portfolio-optimization, python, quantitative-finance, risk-management