一个基于中国市场的Fama-French五因子实证研究
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Jul 18, 2022 - Python
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fama-french-5-factor
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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.
python data-science risk-analysis stress-testing monte-carlo-simulation quantitative-finance factor-analysis mean-variance-optimization retirement-planning fama-french investment-analysis correlation-analysis risk-mana block-bootstrap markowitz-portfolio-analysis portfolio-op fama-french-5-factor drawdown-at-risk markowitz-frontier
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Mar 15, 2026 - Python
📈 Fama French and ML models on S&P 500 dataset
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Jul 31, 2025 - Jupyter Notebook
Academically rigorous implementation of the Fama-French (2015) five-factor model using WRDS (CRSP + Compustat) data.
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Mar 6, 2026 - Python
Python toolkit for estimating global factor loadings, optimizing factor-tilted portfolios, and minimizing tax drag with region-aware factors and account-level location.
personal-finance finance investing stocks quantitative-finance value-investing fama-french factor-investing fama-french-5-factor
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Nov 26, 2025 - Jupyter Notebook
Using R for regression in investment (Sungkyunkwan University through Coursera)
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May 1, 2023 - R
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