Welcome to Open-Assetpricing-China’s documentation!

Introduction

This is the introduction of Open-Assetpricing-China.

Contents:

• data
  • basic_data.parquet
  • csmar
    • csmar_finance
    • csmar_trade
  • para_file
    • para_construct_portfolio.csv
    • para_factor_model.csv
    • para_flag.csv
    • para_portfolio_performance.csv
    • para_trading_scheme.csv
  • rf
    • rf.xlsx
• output
  • factor_model
    • factor_model.csv
  • predictors
    • predictors.csv
  • portfolio_ret
    • portfolio_ret.csv
  • portfolio_performance
    • portfolio_performance.csv
    • rolling_performance_ep.csv
• codes
  • utils
  • predictors
    • ep
    • market_cap
  • params
    • para_construct_portfolio
    • para_factor_model
    • para_flag
    • para_portfolio_performance
    • para_trading_scheme

Indices and tables

• Index

• Module Index

• Search Page