├── .gitignore ├── LICENSE ├── README.md ├── factor_analysis.py ├── feature_engineering.py ├── macro_factor_mimicking_portfolios.py ├── mfmp_daily.csv ├── mfmp_monthly.csv ├── risk_factors.py ├── time_series_analysis.py └── trend_factors.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/README.md -------------------------------------------------------------------------------- /factor_analysis.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/factor_analysis.py -------------------------------------------------------------------------------- /feature_engineering.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/feature_engineering.py -------------------------------------------------------------------------------- /macro_factor_mimicking_portfolios.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/macro_factor_mimicking_portfolios.py -------------------------------------------------------------------------------- /mfmp_daily.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/mfmp_daily.csv -------------------------------------------------------------------------------- /mfmp_monthly.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/mfmp_monthly.csv -------------------------------------------------------------------------------- /risk_factors.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/risk_factors.py -------------------------------------------------------------------------------- /time_series_analysis.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/time_series_analysis.py -------------------------------------------------------------------------------- /trend_factors.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/wesley1001/factorlab/HEAD/trend_factors.py --------------------------------------------------------------------------------