GitHub - charlesrambo/equity_portfolios: This repository contains portfolio constructions, including some well known factors like the market and momentum. The factor portfolios are not exact replications of their most well known formulations. Instead, the intention is to create generic factors, whose code can be copied, pasted, and then modified to suite particular needs.

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This repository contains portfolio constructions, including some well known factors like the market and momentum. The factor portfolios are not exact replications of their most well known formulations. Instead, the intention is to create generic factors, whose code can be copied, pasted, and then modified to suite particular needs.

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Name		Name	Last commit message	Last commit date
Latest commit History 30 Commits
Kalman-industry-momentum.ipynb		Kalman-industry-momentum.ipynb
MOM-and-SMB.ipynb		MOM-and-SMB.ipynb
hurst_exp.py		hurst_exp.py
market.ipynb		market.ipynb
momentum.ipynb		momentum.ipynb