Latent_Factors_in_Stocks
at-tan
Dynamic factor modeling to uncover the key latent factors driving the price behavior of some of the largest American large-cap equities. We examine how these factors affect individual stock prices, what they represent, and how they have fluctuated in the sample period. As published in the Data Driven Investor on Medium.com.
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1 data points · 2022-09-24 → 2022-09-24How do you feel about this project?
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Question copied to clipboardWhat is the at-tan/Latent_Factors_in_Stocks GitHub project? Description: "Dynamic factor modeling to uncover the key latent factors driving the price behavior of some of the largest American large-cap equities. We examine how these factors affect individual stock prices, what they represent, and how they have fluctuated in the sample period. As published in the Data Driven Investor on Medium.com.". Written in Jupyter Notebook. Explain what it does, its main use cases, key features, and who would benefit from using it.
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