Ecosyste.ms: Issues
An open API service for providing issue and pull request metadata for open source projects.
GitHub / justinmshea/expectedreturns issues and pull requests
#41 - add EOD historicle data pipelines
Issue -
State: open - Opened by JustinMShea over 1 year ago
#41 - add EOD historicle data pipelines
Issue -
State: open - Opened by JustinMShea over 1 year ago
#40 - Bryangsoc2022
Pull Request -
State: closed - Opened by JustinMShea almost 2 years ago
#40 - Bryangsoc2022
Pull Request -
State: closed - Opened by JustinMShea almost 2 years ago
#39 - Bryangsoc2022
Pull Request -
State: closed - Opened by bryan506 about 2 years ago
#39 - Bryangsoc2022
Pull Request -
State: closed - Opened by bryan506 about 2 years ago
#38 - - added orginal data for VMEfactors and VMEportfolios.
Pull Request -
State: closed - Opened by bryan506 over 2 years ago
#38 - - added orginal data for VMEfactors and VMEportfolios.
Pull Request -
State: closed - Opened by bryan506 over 2 years ago
#37 - Bryangsoc2022
Pull Request -
State: closed - Opened by bryan506 over 2 years ago
- 1 comment
#37 - Bryangsoc2022
Pull Request -
State: closed - Opened by bryan506 over 2 years ago
- 1 comment
#36 - Create cited data objects of AQR data sets
Issue -
State: open - Opened by JustinMShea over 2 years ago
Labels: enhancement
#36 - Create cited data objects of AQR data sets
Issue -
State: open - Opened by JustinMShea over 2 years ago
Labels: enhancement
#35 - Added MOM.EVR & VAL.EVR variables to portfolioDT object since it was …
Pull Request -
State: closed - Opened by bryan506 over 2 years ago
- 1 comment
#35 - Added MOM.EVR & VAL.EVR variables to portfolioDT object since it was …
Pull Request -
State: closed - Opened by bryan506 over 2 years ago
- 1 comment
#34 - Issue 15 v2
Pull Request -
State: closed - Opened by erolbicero over 2 years ago
#34 - Issue 15 v2
Pull Request -
State: closed - Opened by erolbicero over 2 years ago
#33 - Some temporary changes to date format and other hacky fixes
Pull Request -
State: closed - Opened by braverock almost 3 years ago
#33 - Some temporary changes to date format and other hacky fixes
Pull Request -
State: closed - Opened by braverock almost 3 years ago
#32 - Refactor Value and Momentum Everywhere vignette in order to successfully knit the document
Issue -
State: closed - Opened by jaymon0703 almost 3 years ago
- 1 comment
Labels: bug
#32 - Refactor Value and Momentum Everywhere vignette in order to successfully knit the document
Issue -
State: closed - Opened by jaymon0703 almost 3 years ago
- 1 comment
Labels: bug
#31 - (Please don't merge, not finished yet) TinyTest
Pull Request -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
- 3 comments
#31 - (Please don't merge, not finished yet) TinyTest
Pull Request -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
- 3 comments
#30 - Refactor Expected-returns-replications.rmd
Pull Request -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
#30 - Refactor Expected-returns-replications.rmd
Pull Request -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
#29 - Issue 15
Pull Request -
State: closed - Opened by erolbicero over 3 years ago
#29 - Issue 15
Pull Request -
State: closed - Opened by erolbicero over 3 years ago
#28 - Refactor Value--Devil-in-HMLs-Details.Rmd
Pull Request -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
#28 - Refactor Value--Devil-in-HMLs-Details.Rmd
Pull Request -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
#27 - Error in Value--Devil-inHMLs-Details.Rmd
Issue -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
#27 - Error in Value--Devil-inHMLs-Details.Rmd
Issue -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
#26 - Refactor time-series-momentum.Rmd
Pull Request -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
- 4 comments
#26 - Refactor time-series-momentum.Rmd
Pull Request -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
- 4 comments
#25 - unit testing with tinytest
Issue -
State: open - Opened by JustinMShea over 3 years ago
#25 - unit testing with tinytest
Issue -
State: open - Opened by JustinMShea over 3 years ago
#24 - test | whether it can be added to projects 2021
Issue -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
#24 - test | whether it can be added to projects 2021
Issue -
State: closed - Opened by JiaruiWang-Jill over 3 years ago
#23 - Vignette: q-factors by Hou, Mo, Xue, and Zhang
Issue -
State: open - Opened by JustinMShea over 4 years ago
Labels: enhancement
#23 - Vignette: q-factors by Hou, Mo, Xue, and Zhang
Issue -
State: open - Opened by JustinMShea over 4 years ago
Labels: enhancement
#22 - Vignette: Baltas Improving Time-Series Momentum Strategies: The Role of Volatility Estimators and Trading Signals
Issue -
State: open - Opened by braverock over 4 years ago
- 1 comment
#22 - Vignette: Baltas Improving Time-Series Momentum Strategies: The Role of Volatility Estimators and Trading Signals
Issue -
State: open - Opened by braverock over 4 years ago
- 1 comment
#21 - Vignette: Clarida, Davis, Pedersen. Currency Carry Trade Regimes: Beyond the Fama Regression
Issue -
State: open - Opened by braverock over 4 years ago
#20 - Static Vignettes
Issue -
State: open - Opened by JustinMShea over 4 years ago
- 4 comments
Labels: bug, enhancement
#19 - Vignette: Commodities for the Long Run
Issue -
State: open - Opened by JustinMShea over 4 years ago
Labels: enhancement
#18 - Establish and enforce data series variables conventions
Issue -
State: open - Opened by vi-to over 4 years ago
#17 - Vignette: Momentum and trend following: Time Series Momentum
Issue -
State: open - Opened by jaymon0703 over 4 years ago
- 7 comments
Labels: enhancement
#16 - Data Sources
Issue -
State: open - Opened by JustinMShea over 4 years ago
- 1 comment
#15 - Vignette: Value-oriented equity selection: Value and Momentum Everywhere!
Issue -
State: open - Opened by JustinMShea over 4 years ago
- 11 comments
Labels: bug, enhancement
#14 - Vignette: Value-oriented equity selection: Is (Systematic) Value Investing Dead?
Issue -
State: open - Opened by JustinMShea over 4 years ago
Labels: enhancement
#13 - Vignette: Value-oriented equity selection: The Devil in HML's Details
Issue -
State: closed - Opened by JustinMShea over 4 years ago
- 6 comments
Labels: enhancement
#12 - Create Parser for Prof. Lubos Pastor's Liquidity Factor Data
Issue -
State: closed - Opened by vi-to over 4 years ago
- 1 comment
Labels: enhancement
#11 - Create factor preprocessing functions
Issue -
State: open - Opened by vi-to over 4 years ago
- 2 comments
Labels: enhancement
#10 - Create FamaFrench.Rdata file, documenting accordingly
Issue -
State: closed - Opened by JustinMShea over 4 years ago
- 4 comments
Labels: enhancement
#9 - Create Parser for Robert Shiller data - links at http://www.econ.yale.edu/~shiller/data.htm
Issue -
State: closed - Opened by jaymon0703 over 4 years ago
Labels: enhancement
#8 - Create parser for AQR - https://www.aqr.com/Insights/Datasets
Issue -
State: closed - Opened by jaymon0703 over 4 years ago
- 1 comment
Labels: enhancement
#7 - Add a (minimal) financial data scraper/parser
Issue -
State: closed - Opened by vi-to over 4 years ago
- 1 comment
#6 - Fix failing Travis build
Issue -
State: closed - Opened by jaymon0703 over 4 years ago
- 1 comment
Labels: bug
#5 - Add Travis-ci integration
Issue -
State: closed - Opened by jaymon0703 over 4 years ago
- 1 comment
Labels: enhancement
#4 - Vignette: Fama-French / Fama-MacBeth
Issue -
State: closed - Opened by vi-to over 4 years ago
#3 - Add Parsers
Issue -
State: closed - Opened by jaymon0703 over 4 years ago
- 1 comment
Labels: duplicate, enhancement
#2 - Create link for student submission test results
Issue -
State: closed - Opened by JustinMShea almost 5 years ago
- 1 comment
Labels: question
#1 - Select specific chapters and introduce strategies to model
Issue -
State: closed - Opened by JustinMShea almost 5 years ago
- 1 comment
Labels: documentation