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Hello
I'm trying to run `pf.tears.create_returns_tear_sheet(returns, benmark_rets = bm_returns)` where returns and bm_returns are pd.Series (daily returns) with a DatetimeIndex. As I am running the…
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Currently, we only officially support daily returns and positions streams. Some tear sheets and plots work okay with other frequencies of data (e.g. monthly). Other plots and performance functions, na…
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Hi, Piotrek-orlowski,
This is a wonderful package for investigating the Fama-French Dataset.
But It does not work well on Mac system.
(1) In the "ff_tidy_data" function, the assignmen…
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Next year I thought we might do a seaborn chapter focused more on describing data and less on the tool itself. At least that's a thought.
If we do, here are some examples we could add:
Fama-Frenc…
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It's helpful to show students what they'll get out of the course, what their output might look like. So I thought we might collect some figures that we think are compelling in some way. Some of this…
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Per @braverock "Lets get a working example into a new vignette no later than tomorrow".
"Value and momentum everywhere". Asness, Moskowitz, Pedersen (2013).
https://www.aqr.com/Insights/Research…
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I just installed pyfolio and am trying a quick test, but get an error. I am on ubuntu 16.04 and python3.
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Entire data start date: 2017-01-01
Entire data end date: 2017-09-…
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Came up in https://github.com/tidy-finance/r-tidyfinance/issues/30 discussions.
As an example, a user might want to provide "Fama/French 5 Factors (2x3) [Daily]" as a type instead of "factors_ff_5…
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- [x] More weapon types (among other things OA weapons that fit within the context of the mod have been added so far, with some tweaks made to the original loot drop values as well. NV scopes and sile…
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자산 가격 결정 모델은 금융 경제학에서 핵심적인 주제 중 하나로, 이는 투자자들이 자산의 적정 가격을 평가하고 시장에서의 거래 결정을 내리는 데 중요한 역할을 한다. 이러한 모델은 주식, 채권, 파생상품 등의 다양한 자산 유형에 대한 가격을 설명하고 예측하는 데 사용된다. 자산 가격 결정 모델의 정확성과 유효성은 금융 시장의 효율성, …