├── README.md ├── data ├── preprocessed │ ├── SortCols.csv │ ├── finance.csv │ └── stockReturns.csv └── raw │ ├── Balance sheet │ ├── FS_Combas1.xlsx │ ├── FS_Combas2.xlsx │ ├── FS_Combas3.xlsx │ └── balance sheet.csv │ ├── Income statement │ ├── FS_Comins1.xlsx │ ├── FS_Comins2.xlsx │ └── FS_Comins3.xlsx │ ├── mktmnth │ ├── TRD_Cnmont.xlsx │ └── TRD_Cnmont1.xlsx │ ├── rf │ └── TRD_Nrrate.xlsx │ ├── stockmnth │ ├── TRD_Mnth0.xlsx │ ├── TRD_Mnth1.xlsx │ └── TRD_Mnth2.xlsx │ └── 字段说明.txt ├── factors.py ├── preprocess.py ├── regression.py └── requirements.txt /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/teal0range/FF5/HEAD/README.md -------------------------------------------------------------------------------- /data/preprocessed/SortCols.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/teal0range/FF5/HEAD/data/preprocessed/SortCols.csv 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