【金融】【python】三因子（threefactor）简单模型实证.pdfVIP

【⾦融】【python】三因⼦（threefactor）简单模型实证 三因⼦ three factor 简单模型实证 三因⼦模型实证 发现参考的源代码有很⼤的问题，他⽤ 来索引排序明显不对啊 # XXX: %m-%Y #使⽤总市值加权计算 import pandas as pd import numpy as np import matplotlib.pyplot as plt import seaborn as sns %matplotlib inline %config InlineBackend.figure_format = svg path = ./thrFactorData/STK_MKT_ThrfacDay.xlsx; data_sample = pd .read_excel(path, skiprows=[1,2]); data_sample.head() def handleMonthR(local, Sname): path = ./+local+.xlsx; data_temp = p