Скачать или смотреть Fundamental Factor Modeling

Delaney Granizo-Mackenzie presenting on long-short strategies and fundamental factor models in an application involving US equities at the SF Data Mining Meetup (https://www.meetup.com/Data-Mining/ev.... The code from the notebooks on Arbitrage Pricing Theory, Factor Risk Exposure, and Fundamental Factor Models) can be found at https://www.quantopian.com/lectures.

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