Where can i find Research factors other than Fama? is there any good website?
Any recommended software /online platform where you can run factor regression ,create factor portfolios and do some backtesting ?
Where can i find Research factors other than Fama? is there any good website?
Any recommended software /online platform where you can run factor regression ,create factor portfolios and do some backtesting ?
You can check out this site. I haven’t fully back tested and sourced all the data that goes into the models so I am not sure how accurate it is, but it appears to be pulled directly from databases created by Schiller and Fama.
Its great website indeed. However, im looking for factors other than AQR and Fama factors