#Quantitative Analysis - Tags | Otama's Playground

Series

2024年8月18日 1 min read

Factor Analysis with Python: Calculating Beta from Real Data

Series: portfolio-construction-guide

Calculate factor model beta with Python using regression analysis. Fetch TOPIX and ETF data to compute stock exposure and specific risk components.

#Data Science #Quantitative Analysis #Finance +2

Series

Finance & Markets

2024年6月12日 3 min read

Barra Model Overview: Risk Management and Return Prediction

Series: portfolio-construction-guide

Master the Barra model for portfolio risk management. Learn about multi-factor modeling, beta calculation, and performance decomposition for smart investing.

#Barra Model #Quantitative Analysis #Finance +2

Series

Finance & Markets

2024年6月8日 3 min read

Fama-French 3-Factor Model: Basics and Python Implementation

Series: portfolio-construction-guide

Master the Fama-French 3-Factor Model with our Python guide. Learn how market, size, and value factors drive investment returns.

#Python #Study Notes #Finance +1

Series

Finance & Markets

2024年5月27日 2 min read

CAPM for Investment Risk: Detailed Guide to Pros and Cons

Series: portfolio-construction-guide

Master the Capital Asset Pricing Model (CAPM). Learn basic concepts, calculation steps, and Python implementation with yfinance for modeling.

#Beta calculation #CAPM #Finance +4