GitHub topics: multifactor-model
Oyunbold1/financial-analysis-portfolio-optimization
This repository showcases a robust financial analysis platform designed for portfolio optimization and risk management. It employs advanced quantitative techniques, making it a valuable resource for finance professionals and data analysts. 🐙📈
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nathanramoscfa/PortfolioOptimization
A package for portfolio optimization
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polo2444172276/MultiFactor-Backtesting-Framework Fork of etccapital/MultiFactor
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.
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kvathupo/kvathupo.github.io
Kalinda's personal website
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etccapital/MultiFactor
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.
Language: Jupyter Notebook - Size: 9.05 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 19 - Forks: 9
bradleyboyuyang/Empirical-Finance
Efficient frontier, Fama-French factor models, idiosyncratic volatility, event study
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