Apr 1Demystifying the Fama-French Models: A Step-by-Step Guide for EstimationToday, I want to walk you through estimating the Fama-French Three and Five-Factor Models. Let’s dive right in! The Fama-French Three Factor Model and Five Factor Model equations: Fama-French Three-Factor Model: E(Ri) — Rf = α + β1(Rm — Rf) + β2(SMB) + β3(HML) + ε Where: E(Ri) is the…Fama And French4 min readFama And French4 min read
Apr 1Mastering Data Merging Techniques in R: A Comprehensive GuideIntroduction: Working with multiple datasets is a common scenario in data analysis, and merging these datasets is often a crucial step. In R, there are several techniques for merging data, each with its own advantages and use cases. …Merging Data3 min readMerging Data3 min read
Mar 8Automating Stock Trading with Python: A Step-by-Step Guide Using S&P 500Stock trading can be an exciting and potentially lucrative way to invest your money. With the rise of technology, it is now possible to use programming languages like Python to automate and optimize the trading process. In this tutorial, I have walked through the steps to use Python for stock…6 min read6 min read
Feb 28How to do Fama & French AnalysisRunning regression on the impact of ESG on Stock returns. Introduction: Environmental, social, and governance (ESG) investing is a rapidly growing field that seeks to invest in companies that meet certain criteria related to sustainability and responsible corporate behavior. …Venture Capital4 min readVenture Capital4 min read