Extract data from a wide range of Internet sources into a pandas DataFrame.
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
Replication of the 5 Fama-French factors as constructed in their 2015 paper.
A toolkit for asset pricing research
Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)
This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.
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