Comments for Factor Investing https://factorinvestingtutorial.wordpress.com A Tutorial for Factor Models and Investing Sat, 01 Apr 2017 09:36:14 +0000 hourly 1 http://wordpress.com/ Comment on 1: A Single Factor Model – CAPM by Sid https://factorinvestingtutorial.wordpress.com/1-a-single-factor-model/comment-page-1/#comment-21 Sat, 01 Apr 2017 09:36:14 +0000 http://factorinvestingtutorial.wordpress.com/?page_id=104#comment-21 Hi,

Thanks for this!

I’m studying financial economics and came across your blog for factor models. And it’s been really helpful.

Thanks again!
Sid

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]]> Comment on 8: Momentum/Relative Strength Strategies – Jegadeesh, Titman by nicolas roux https://factorinvestingtutorial.wordpress.com/8-momentumrelative-strength-strategies-jegadeesh-titman/comment-page-1/#comment-16 Tue, 31 Jan 2017 15:46:31 +0000 http://factorinvestingtutorial.wordpress.com/?page_id=356#comment-16 Nope, the same issue persists.

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]]> Comment on 8: Momentum/Relative Strength Strategies – Jegadeesh, Titman by nicolas roux https://factorinvestingtutorial.wordpress.com/8-momentumrelative-strength-strategies-jegadeesh-titman/comment-page-1/#comment-15 Tue, 31 Jan 2017 15:44:21 +0000 http://factorinvestingtutorial.wordpress.com/?page_id=356#comment-15 Sorry, disregard the previous comment

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]]> Comment on 8: Momentum/Relative Strength Strategies – Jegadeesh, Titman by nicolas roux https://factorinvestingtutorial.wordpress.com/8-momentumrelative-strength-strategies-jegadeesh-titman/comment-page-1/#comment-14 Tue, 31 Jan 2017 15:32:04 +0000 http://factorinvestingtutorial.wordpress.com/?page_id=356#comment-14 Hello, your code is very informative but I am having trouble replicating your results. Namely, a large part of the stock name csv files returns errors and the convert to monthly file does not create the 00_master_returns file required for jk-strategy-tests.py. How did you go about creating that specific file? Simply manually merging stocks csvs?

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