Factor Models in Asset Pricing: A Comprehensive Literature Review (Up to 2024)
Introduction
Posts by Year
2025
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...
2024
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...
Integrating Mermaid with Pandoc
When converting a markdown file to a pdf file, the mermaid diagram is not rendered. This is because the default pandoc markdown engine does not support merma...
How to use Miniconda
Conda is an open-source package management system and environment management system that runs on Windows, macOS, and Linux. Conda quickly installs, runs, and...
Pandoc Include Code Highlight
Covertign a markdown file to a pdf file, the code block is not highlighted. This is because the default pandoc markdown engine does not support code highligh...
Using git
Git is a distributed version control system. It is a tool that helps you keep track of changes in your codebase. It is a tool that helps you collaborate with...
Add Math Syntax to Minimal Mistakes Theme Github Page
I noticed that the Minimal Mistakes theme does not support Math syntax by default. I want to add Math syntax to my Github page.
My MacBook Setup
Windows has been my preferred desktop operating system since primary school, offering a wide array of apps, particularly games.
Yazi: A Terminal File Explorer
Yazi is a terminal file explorer written in Rust. I give it a quick try and found it’s a good alternative to ls and tree command. It provides a more intuitiv...
Sync Two Folders in Terminal
If you want to sync two folders in the terminal, you can use the rsync command. rsync is a fast and versatile file-copying tool that can be used to sync file...
Pandoc 中文字符无法显示
将 markdown 文件转换为 pdf 文件时，中文字符无法显示，这是因为 pandoc 默认使用的字体不支持中文字符。解决方法是使用支持中文字符的字体。
Miniconda Setting on macOS
Use Homebrew to install Miniconda.
GitHub CLI Tool
Github provides a CLI tool for Copilot. This tool can be used to interact with Copilot from the command line. This tool is useful for automating Copilot work...