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Factor Model Python Packages

Python packages with the GitHub topic factor-model. Sorted by relevance, with stars and monthly downloads.
factorpricingmodel
factor-pricing-model-risk-model

Package to build risk model for factor pricing model

2K 30 4
factorpricingmodel
factor-pricing-model-universe

Package to build universes for factor pricing model

1K 3 1
wecarsoniv
augmented-pca

Python implementations of supervised and adversarial linear factor models.

694 13 0
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