tidy-finance / website

This repository hosts the source code for the website tidy-finance.org
https://tidy-finance.org
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blog/replicating-fama-french-5-factor-model #65

Closed christophscheuch closed 1 year ago

christophscheuch commented 1 year ago

In order to replicate the 5 FF factors, I had to do the following:

I currently only did the last part in R because I want to get approval first.

The following parts still need to be done:

christophscheuch commented 1 year ago

From my side the PR is ready to merge, waiting for approval from @patrick-weiss. I'll update changelog after merge and reference the PR.