multi-factor equity risk model for US markets, built on Sharadar data
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Aug 12, 2026 - Python
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sharadar
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Build a USE4-style (Barra) equity factor risk model from scratch on Sharadar data — specs + a full textbook; you write the code.
python education finance jupyter-notebook quant quantitative-finance equities covariance-matrix asset-pricing factor-models risk-management risk-model fama-french barra factor-investing msci portfolio-risk polars sharadar nasdaq-data-link
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Jul 22, 2026 - Jupyter Notebook
미국주식 팩터 엔진 + ETF 전술배분 검증 — point-in-time·생존편향 보정 데이터 위에서 워크포워드를 Deflated Sharpe·PBO 로 게이팅. 채택만이 아니라 기각도 함께 공개 · US equity factor engine with walk-forward validation
python quant portfolio-optimization sharpe-ratio quantitative-finance etf asset-allocation backtesting point-in-time overfitting factor-model factor-investing tactical-asset-allocation duckdb alpha-research walk-forward survivorship-bias us-equities deflated-sharpe sharadar
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Sep 7, 2026 - Python
Standalone Sharadar SF1 fundamentals downloader — legacy component of Paramo_legacy, superseded by Paramo_Trading's internal data pipeline.
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Feb 9, 2026 - Python
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