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24 followers · 6 following
  • UCD Graduate Business School
  • Dublin

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  1. portsort portsort Public

    A package to sort stocks into portfolios and calculate weighted-average returns.

    Python 16 1

  2. FamaFrench2015FF5 FamaFrench2015FF5 Public

    Replication of the 5 Fama-French factors as constructed in their 2015 paper.

    Python 19 5

  3. DanielTitman1997 DanielTitman1997 Public

    Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.

    Python 4 2

  4. FactSet-Ownership FactSet-Ownership Public

    Code for manipulating datasets in FactSet.

    Python