para_factor_model.csv
| key | value | |||
| rf_path | ../../data/rf/rf.xlsx | |||
| std_columns | ['month', 'mkt', 'smb', 'vmg'] | |||
| yearly_mnt_period | 12 | |||
| mnt_comm_trdday | 21 | |||
| exclude_bottom_size | 0.3 | |||
| exclude_trdday_lsyr | 126 | |||
| exclude_trdday_lsmnt | 15 | |||
| exclude_begin_trdday | Dec-99 | |||
| key | value | |||
| rf_path | ../../data/rf/rf.xlsx | |||
| std_columns | ['month', 'mkt', 'smb', 'vmg'] | |||
| yearly_mnt_period | 12 | |||
| mnt_comm_trdday | 21 | |||
| exclude_bottom_size | 0.3 | |||
| exclude_trdday_lsyr | 126 | |||
| exclude_trdday_lsmnt | 15 | |||
| exclude_begin_trdday | Dec-99 | |||