Factor Models in Asset Pricing: A Comprehensive Literature Review (Up to 2024)
Introduction
Recent Posts
Predictability Measure - IC, ICIR
For a factor model, we can measure the predictability of a factor by calculating the Information Coefficient (IC) and the Information Coefficient Information...
Use pyproject.toml to manage your Python project
A Python project can quickly become disorganized without a clear structure. The pyproject.toml file is a modern configuration file that helps you manage your...
Create your own Python package
In the past, I used twine to upload my packages to PyPI, building them with a setup.py file. Recently, I switched to using pyproject.toml for project managem...