Academics have long known that certain style factors, e.g. Value, Growth outperform the general market. This program uses statistical techniques to build a 'smart portfolio' that tries to best capture return to a specific style factor, e.g. Value.
-
Notifications
You must be signed in to change notification settings - Fork 1
rmacqueen/mimir
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Statistical analysis of style factors in smart portfolios
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published