Factor Models & Asset Pricing Tools
- Python
- yfinance
- FRED API
- AlphaVantage
- Problem
- Personal quantitative finance research lacked accessible tools for modeling returns using Fama-French and Arbitrage Pricing Theory approaches.
- Approach
- Built two tools: one with a graphical interface for APT modeling using yfinance, FRED, and AlphaVantage data, and one for Fama-French factor models.
- Outcome
- Both tools publicly available and ready to use for further analysis.