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Achievement: Pull Shark

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Achievement: Pull Shark

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  1. deflated-sharpe deflated-sharpe Public

    DSR and PBO implementations reproducing both papers to four decimals, with five errata and a measured refutation of the CSCV standard error

    Python

  2. equity-factor-tearsheet equity-factor-tearsheet Public

    Fama-French factor attribution with HAC errors and bootstrapped alpha. Four names, eleven years, no significant alpha.

    Jupyter Notebook

  3. Stock_Analysis Stock_Analysis Public

    The purpose of this project is to extract financial data for popular stocks, including historical share prices and quarterly revenue reports, from various sources using Python libraries and web scr…

    Jupyter Notebook