Some practices I wrote on UQuant on analyzing factors in the stock market. Part of my internship at Franklin Templeton Sealand Fund Management in 2019. These scripts focus on single-factor analysis and performance attribution. My culmminating project can be found at https://github.com/rosie068/BARRA_risk.git These are shared solely for the purpose of study and peer communication. Please refrain from plagerizing and using my code in any formal setting/projects.
rosie068 / uquant Goto Github PK
View Code? Open in Web Editor NEWSome practices I wrote on UQuant on analyzing alpha factors