Skip to content
View andreabartolucci's full-sized avatar
9 followers · 12 following
Block or Report

Block or report andreabartolucci

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories

  1. FF5_augmented_by_new_factor_test_assets_and_factors_builder FF5_augmented_by_new_factor_test_assets_and_factors_builder Public

    Jupyter Notebook 5 1

  2. FF5-measures-construction-and-factors-replication FF5-measures-construction-and-factors-replication Public

    Jupyter Notebook 1 1

  3. Fama_Asset_Pricing_Test Fama_Asset_Pricing_Test Public

    The script performs the classic Fama asset pricing test of a set of factors against multiple set of portfolios. The script is flexible, the user can pass a set of factors in a file a multiple set o…

    Jupyter Notebook 1 1

  4. Consumption-CAPM-estimated-with-GMM-tutorial Consumption-CAPM-estimated-with-GMM-tutorial Public

    This notebook shows how to estimate the Consumption-CAPM model using the General Method of Moments (GMM)

    Jupyter Notebook 1

  5. Eikon_API_Tickers_News_Collector Eikon_API_Tickers_News_Collector Public

    This repository contains the two scripts that make possible to collect from Eikon the news headlines for a list of tickers input and a specific time windows

    Jupyter Notebook

  6. sector_ETFs_screener sector_ETFs_screener Public

    This script perform a screening and selection of the best ETF for each of the 11 industrial sectors using multiple metrics and ETFs made available by Fidelity

    Jupyter Notebook