Open-Asset-Pricing-China
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Contents:
data
basic_data.parquet
csmar
para_file
para_construct_portfolio.csv
para_factor_model.csv
para_flag.csv
para_portfolio_performance.csv
para_trading_scheme.csv
rf
output
codes
Open-Asset-Pricing-China
data
para_file
para_construct_portfolio.csv
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para_construct_portfolio.csv
key
value
neutral_var
size
way_weight
size
Is_neutral
yes
anomaly_list
['ep','market_cap', 'pe']