Can we build a factor pricing model at the enterprise level? (2)
Unleashing the Power of Factor Pricing Models with Statistical Models
Since my previous post about factor models, I have embarked on creating a new package named factor-pricing-model-risk-model. The aim of this open-source project is to generate factor models from specified market data. To better understand the technical aspects and explore the possibilities, I delved into several existing libraries. Now, I’d...
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