Pinned Loading

1. quant-trading-final-project quant-trading-final-project Public

   Final Project for Quantitative Trading Strategies (FINM 33150 course, University of Chicago)

   Jupyter Notebook 2

2. FM-ReturnPrediction FM-ReturnPrediction Public

   A replication of Lewellen (2015), "The Cross-Section of Expected Stock Returns," focusing on forecasting stock returns using Fama-MacBeth regressions and firm characteristics from CRSP and Compustat.

   Jupyter Notebook 1

3. time-series-eviews time-series-eviews Public

   A Comprehensive Python Package for ARMA, GARCH, and VAR Modeling with Full EViews-Like Diagnostics

   Python 1