Andrew Chen
@achenfinance.bsky.social
Financial economist at the Fed Board. Into asset pricing, publication bias, meta-science. http://openassetpricing.com. Views are my own.
Worried about "Noisy Factors?" no need to worry any more. openassetpricing makes it easy to download any vintage of the dataset and compare:
January 29, 2025 at 4:52 PM
Worried about "Noisy Factors?" no need to worry any more. openassetpricing makes it easy to download any vintage of the dataset and compare:
💥Introducing openassetpricing!💥 a Python package for easy-breezy access to the Open Source Asset Pricing dataset. Just `pip install openassetpricing` and
openap = oap.OpenAP()
df = openap.dl_port('quintiles_vw', 'pandas', ['BM', 'Mom12m'])
and you've got B/M and momentum.
openap = oap.OpenAP()
df = openap.dl_port('quintiles_vw', 'pandas', ['BM', 'Mom12m'])
and you've got B/M and momentum.
January 29, 2025 at 4:52 PM
💥Introducing openassetpricing!💥 a Python package for easy-breezy access to the Open Source Asset Pricing dataset. Just `pip install openassetpricing` and
openap = oap.OpenAP()
df = openap.dl_port('quintiles_vw', 'pandas', ['BM', 'Mom12m'])
and you've got B/M and momentum.
openap = oap.OpenAP()
df = openap.dl_port('quintiles_vw', 'pandas', ['BM', 'Mom12m'])
and you've got B/M and momentum.
“AI Safety” is totally a law and economics topic isn’t it?
January 17, 2025 at 4:38 PM
“AI Safety” is totally a law and economics topic isn’t it?