FF three factor model sas

statat代码，五因子模型分析，账面市值比、规模效应、盈利能力、投资风格(The stata code of the five-factor model, including the 5 quintiles of each factor, the group descr iptive statistics, and the mean t test and the factor redundancy check code)

用python写的实测fama模型学习思路以及开发案例源代码(Python-based learning idea of measured Fama model and source code of development case)

python对fama3因子模型选股的试验(Fama-French 3-factor model by python)