NikolaySimakov/Fama-French-models

Fama French models on S&P 500 dataset

Language: Jupyter Notebook - Size: 7.09 MB - Last synced: 19 days ago - Pushed: 19 days ago - Stars: 0 - Forks: 0

yuz0101/QuantFin

A toolkit for asset pricing research

Language: Python - Size: 234 KB - Last synced: 8 days ago - Pushed: 3 months ago - Stars: 4 - Forks: 1

mugunthdinesh/FINA6337-Computational-Methods-in-Finance

This GitHub repository hosts assignments covering key financial analysis topics such as OLS regression, time series analysis, ARIMA and VAR models, and CAPM. Ideal for students and professionals seeking practical insights into finance, it offers a concise resource for honing analytical skills in financial modeling and forecasting.

Language: Jupyter Notebook - Size: 661 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

HumanRupert/fama_french_3fm

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

Language: Jupyter Notebook - Size: 253 KB - Last synced: about 2 months ago - Pushed: 5 months ago - Stars: 1 - Forks: 3

Ztrimus/Stock-Market-Analysis

Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.

Language: Jupyter Notebook - Size: 10.4 MB - Last synced: about 2 months ago - Pushed: 9 months ago - Stars: 31 - Forks: 19

dBCooper2/portfolio-backtesting

Testing Portfolios to assess the accuracy of financial models I have built

Language: Jupyter Notebook - Size: 60.5 KB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

lamres/capm_shiny

Demo project of creating an interactive analytical tool for stock market using CAPM.

Language: R - Size: 6.84 KB - Last synced: 3 months ago - Pushed: about 4 years ago - Stars: 34 - Forks: 26

dBCooper2/financial-modeling

Financial Modeling in Python

Language: Jupyter Notebook - Size: 2.23 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

xcrackerx/CAPM-Financial-Analysis

Capital Asset Pricing Model

Language: Python - Size: 680 KB - Last synced: 4 months ago - Pushed: 8 months ago - Stars: 2 - Forks: 0

shib1111111/CAPM-Financial-Analysis

The Capital Asset Pricing Model (CAPM) Financial Analysis project is designed to provide users with a comprehensive tool for evaluating the financial performance of selected stocks.

Language: Python - Size: 480 KB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 0 - Forks: 0

sammuharem/beta-calculator

Python beta calculator that retrieves stock and market data and provides linear regressions.

Language: Python - Size: 8.79 KB - Last synced: 4 months ago - Pushed: over 2 years ago - Stars: 9 - Forks: 4

piero-c/robo-advisor

robo-advisor is a quantitative analysis script written in Python that generates the least volatile portfolio given a list of stocks, with the goal of a 0% return.

Language: Jupyter Notebook - Size: 246 KB - Last synced: 4 months ago - Pushed: 7 months ago - Stars: 7 - Forks: 2

ntrang086/computational_investing

modeling the behavior of stock markets: create a market simulator, technical indicator, and a strategy that generates orders

Language: Python - Size: 314 KB - Last synced: 8 months ago - Pushed: over 6 years ago - Stars: 21 - Forks: 13

bpover123/Find-Beta-Using-SCL

This ipynb file uses the theory behind CAPM to use a time-series regression to find a firm's beta using the SCL and a market proxy ETF or fund. The user will be able to choose a stock, market proxy, time frame, and frequency to analyze.

Language: Jupyter Notebook - Size: 117 KB - Last synced: 8 months ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

davidpcg01/Continuous-Porfolio-Optimization

Language: Jupyter Notebook - Size: 6.34 MB - Last synced: 8 months ago - Pushed: almost 3 years ago - Stars: 1 - Forks: 0

nisa-g/CAPM-Web-Application-Financial-Analysis

This project showcases a web application that is designed to perform CAPM calculations for different stocks. The application uses Python programming language and its libraries such as Pandas, NumPy, Streamlit and Plotly, to gather stock data from Yahoo Finance and perform calculations to determine expected returns.

Language: Python - Size: 7.81 KB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 1 - Forks: 0

Sakthibats/FinNews_Webapp

Build your own Financial portfolios to mitigate risk

Language: JavaScript - Size: 202 KB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 1

Reckziegel/nefin

NEFIN datasets in R

Language: R - Size: 3.88 MB - Last synced: 4 months ago - Pushed: 5 months ago - Stars: 0 - Forks: 0

CapraRoyale/capm-and-predictive-analysis

Using CAPM to predict stock market performance with Python in Jupyter notebooks

Language: Jupyter Notebook - Size: 7.55 MB - Last synced: 10 months ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

diegojancic/valuacion-opciones-capm

Utilización del CAPM para la Valuación de Opciones - Tesis Licenciatura Finanzas Diego Jancic - Tutor Dr. Marcelo Perillo

Language: TeX - Size: 15.7 MB - Last synced: 10 months ago - Pushed: over 5 years ago - Stars: 0 - Forks: 0

tanmaychk/CAPM-Financial-Analysis

A web application that is designed to perform calculations based on Capital Asset Pricing Model for different stocks of the S&P 500

Language: Python - Size: 438 KB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 1 - Forks: 0

lamnhutthinh/capm_calculation

Language: Jupyter Notebook - Size: 66.4 KB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 0 - Forks: 0

pouyaardehkhani/FinancialAnalysis

This notebook provides some skills to perform financial analysis on economical data.

Language: Jupyter Notebook - Size: 29.8 MB - Last synced: 12 months ago - Pushed: over 2 years ago - Stars: 10 - Forks: 7

ajaytech/capmlevel1final

CAPM Level1 Final Code

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bergio13/Capm_pf_optimization

CAPM test and Portfolio optimization

Language: Jupyter Notebook - Size: 164 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

TheHarshal30/Eclipse-Model

Implementing Capital Asset Pricing Model (CAPM) in python for NIFTY50

Language: Jupyter Notebook - Size: 143 KB - Last synced: about 1 month ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

medvedev-gs/Fin_math

В этом репозитории собраны примеры базовых финансовых расчетов.

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Raksh710/Building-Efficient-Portfolio-Using-Various-Trade-Strategies

Building an efficient Active Portfolio which yields a high Sharpe Ratio on 8 instruments using various trade strategies in order to get a high Sharpe Ratio.

Language: Jupyter Notebook - Size: 787 KB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

oronimbus/pybeta

A lean package to estimate financial asset betas

Language: Jupyter Notebook - Size: 1.85 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0

bradleyboyuyang/Empirical-Finance

Efficient frontier, Fama-French factor models, idiosyncratic volatility, event study

Language: Jupyter Notebook - Size: 151 MB - Last synced: over 1 year ago - Pushed: almost 2 years ago - Stars: 14 - Forks: 1

idjoannachen/Quantitative-Investing

MGT 595 coursework, Fall 2020

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mattNest/CAPM-Model-Demo

CAPM Model demo using Python

Language: Jupyter Notebook - Size: 225 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 8 - Forks: 2

SteffenGue/GRS_Test

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

Language: Python - Size: 1.95 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

mohithsathyanarayanan/FINTECH

The basic implementation of the famous Capital asset pricing model and portfolio assessment based on the Capital Asset Pricing Model.

Language: Java - Size: 1.95 KB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 2 - Forks: 1

sicilianomarco/Quant-Models

Here you can find Asset Pricing Models and Portofolio Optimization techniques

Size: 124 KB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

CorredorManuel/final-project

Final Project of Capital Markets

Language: TeX - Size: 3.72 MB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 0 - Forks: 0

sebastianesch/sap-cap-examples

My personal examples for the SAP Cloud Application Programming Model (https://cap.cloud.sap).

Language: JavaScript - Size: 3.73 MB - Last synced: about 2 months ago - Pushed: 4 months ago - Stars: 1 - Forks: 0

thk-cheng/Backtest_US_Portfolio

Backtesting my current US stocks portfolio

Language: R - Size: 22.5 KB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 1 - Forks: 1

sanchezvivi/pads-capm

CAPM and dynamic time series modelling for soft commodities

Language: HTML - Size: 6.07 MB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 0 - Forks: 0

jeffslord/sap-cap-app

Language: JavaScript - Size: 24.4 KB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

assoniraiter/capm-app

App designed to calculate beta parameters from the companies listed in B3 index (Ibovespa) using Sharpe's CAPM (1964).

Language: Python - Size: 15.6 KB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

BretasArthur/CAPyM

Some codes related to CAPM and portfolio management in Python.

Language: Jupyter Notebook - Size: 988 KB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 1 - Forks: 0

statikkkkk/CAPM-Validation

CAPM Validation

Language: Python - Size: 283 KB - Last synced: over 1 year ago - Pushed: over 6 years ago - Stars: 4 - Forks: 1

quantumsnowball/AppleDaily20191104

Language: Python - Size: 2.02 MB - Last synced: over 1 year ago - Pushed: about 4 years ago - Stars: 2 - Forks: 0

quantumsnowball/AppleDaily20190722

Language: Python - Size: 806 KB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 2 - Forks: 1

rayatus/sap-capm-cv

BackEnd part of a CAPM application for publishing own's CV

Language: JavaScript - Size: 28.3 KB - Last synced: over 1 year ago - Pushed: over 4 years ago - Stars: 0 - Forks: 0