实证资产定价（Empirical asset pricing）python package已经发布于Github. 包的具体用法(Documentation)博主将会陆续详细介绍。

Github: GitHub - whyecofiliter/EAP: empirical asset pricing
https://github.com/whyecofiliter/EAP
实证资产定价包（EAP）已发布于Pypi
https://pypi.org/project/EAP/1.1/#description

安装方法为
pip install EAP
https://blog.csdn.net/m0_37430356/article/details/122901976?spm=1001.2014.3001.5501

Module/模组:

投资组合分析：EAP.portfolio_analysishttps://blog.csdn.net/m0_37430356/article/details/122333050?spm=1001.2014.3001.5501

Fama-Macbeth回归：EAP.fama_macbeth
https://blog.csdn.net/m0_37430356/article/details/122333709?spm=1001.2014.3001.5501

Factor_mimicking_portfolio (模仿因子的投资组合): EAP.fama_macbeth.Factor_mimicking_portfolio
https://blog.csdn.net/m0_37430356/article/details/122782803?spm=1001.2014.3001.5502


时间序列回归：EAP.time_series_regress
https://blog.csdn.net/m0_37430356/article/details/122334740?spm=1001.2014.3001.5501

截面回归：EAP.cross_section_regress
https://blog.csdn.net/m0_37430356/article/details/122335141?spm=1001.2014.3001.5501

调整方法：EAP.adjust
https://blog.csdn.net/m0_37430356/article/details/122335227?spm=1001.2014.3001.5501

Update/更新：

更新：二元投资组合分析：EAP.portfolio_analysis.Bivariate
https://blog.csdn.net/m0_37430356/article/details/122665898?spm=1001.2014.3001.5501

更新：条件双重排序：EAP.portfolio_analysis.Bivariate
https://blog.csdn.net/m0_37430356/article/details/123473011?spm=1001.2014.3001.5501


更新：持续性分析：EAP.portfolio_analysis.Persistence
https://blog.csdn.net/m0_37430356/article/details/123550673

更新：描述性统计和相关性：EAP.portfolio_analysis.Univariate
https://blog.csdn.net/m0_37430356/article/details/123561499?spm=1001.2014.3001.5502

Demo/演示：

Market system risk/市场因子
https://blog.csdn.net/m0_37430356/article/details/122847112?spm=1001.2014.3001.5501

Size effect/规模效应
https://blog.csdn.net/m0_37430356/article/details/122599141?spm=1001.2014.3001.5501

Value effect/价值效应
https://blog.csdn.net/m0_37430356/article/details/122725605?spm=1001.2014.3001.5501

Profitability factor/盈利因子
https://blog.csdn.net/m0_37430356/article/details/122748263?spm=1001.2014.3001.5501

Investment factor/投资因子
https://blog.csdn.net/m0_37430356/article/details/122749015?spm=1001.2014.3001.5501

Momentum factor/动量因子
https://blog.csdn.net/m0_37430356/article/details/122749519?spm=1001.2014.3001.5501

Turnover factor/换手率因子
https://blog.csdn.net/m0_37430356/article/details/122756978?spm=1001.2014.3001.5501

Liquidity factor/流动性因子
https://blog.csdn.net/m0_37430356/article/details/123008077?spm=1001.2014.3001.5501

Skewness factor/偏度因子
https://blog.csdn.net/m0_37430356/article/details/123011834?spm=1001.2014.3001.5501

Volatility factor/波动率因子
https://blog.csdn.net/m0_37430356/article/details/123024926?spm=1001.2014.3001.5502

常见的Factor_mimicking_portfolio: EAP.fama_macbeth.Factor_mimicking_portfolio
https://blog.csdn.net/m0_37430356/article/details/122787329?spm=1001.2014.3001.5501

常见因子的Fama-Macbeth回归: EAP.fama_macbeth
https://blog.csdn.net/m0_37430356/article/details/122852050?spm=1001.2014.3001.5501

因子风险溢价：EAP.fama_macbeth.Factor_mimicking_portfolio
https://blog.csdn.net/m0_37430356/article/details/122969120?spm=1001.2014.3001.5502

投资组合的风险因子调整
https://blog.csdn.net/m0_37430356/article/details/123473571?spm=1001.2014.3001.5501

异象研究1：时间序列(EAP.time_series_regress)
https://blog.csdn.net/m0_37430356/article/details/122966632?spm=1001.2014.3001.5502
基本面因子(F-score)——投资组合分析(EAP.portfolio_analysis)
https://blog.csdn.net/m0_37430356/article/details/123794089?spm=1001.2014.3001.5501