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Understanding the Characteristics of Factors - Part 1.

Understand how factor returns change over time using Fama-French 3-factor and 5-factor model.

Understanding the Characteristics of Factors – Part 1. (8min)

  • Learn about the Fama-French 3-factor and 5-factor model.
  • Understand how factor returns change over time.
  • Use ‘lubridate’ package to deal with time-series data.
  • Use ‘tidyverse’ package to manipulate data.
  • Make your own customized function.
  • Visualize data using the ‘ggplot’ package to draw graphs.
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R for Regression and Machine Learning in Investment

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