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jensentvaluecnfunds's Introduction

2020-11-19 By HuangHao

2020-12-02 UPDATE: 基金爬取量增至100只(爬取速度可能变低)

一个自动爬取基金数据、指数数据、Shibor并作CAPM回归生成T值的小脚本,经测试其t值与Excel回归结果一致

使用说明

已使用Github Actions极度简化,仅需在此Repo随便开个Issue,等待5分钟左右,即可在Release页面找到生成的数据结果。

下载的Results.zip解压后包含一堆Excel文件(原始数据),以及一个Results.txt(回归结果)

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