A production-quality market data pipeline for quantitative finance. Pulls historical OHLCV data from Yahoo Finance (with CSV caching), enforces timestamp hygiene, aligns frequencies across assets, ...

Alpha or Jensen Index (invented by Michael Jensen in the 1970s) is an index used in some financial models such as the capital asset pricing model (CAPM) to determine the highest possible return on an ...

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability ...

2Department of Investigational Cancer Therapeutics, UT MD Anderson Cancer Center, Houston, Texas. *Corresponding Author: Funda Meric-Bernstam, Department of Investigational Cancer Therapeutics, UT MD ...

1 Department of Economics and Statistics, University of Udine, Udine, Italy. 2 Department of Management, Ca’ Foscari University, Venice, Italy. This paper elaborates on a new default-based cost of ...

There’s a cycle in the finance world whereby good ideas become products, which sell well and spur demand for more good ideas. Current case in point: the cycle involving investable factors. “Factors” ...

Why Should Investors Care About Factor Exposures? Investors have become increasingly focused on how to harvest returns in an efficient way. A big part of that process involves understanding the ...

Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Eric's career includes extensive work in both public and corporate ...