Python is transforming how investors approach portfolio optimization, risk management, and asset allocation. With libraries like PyPortfolioOpt, pandas, and SciPy, you can model returns, minimize ...

This repo contains Python code to generate the global dataset of factor returns, stock returns, and firm characteristics from “Is there a Replication Crisis in Finance?” by Jensen, Kelly, and Pedersen ...

cd fastLPR_py uv pip install -e .