The 3-factor model (FF3) published by Fama and French (1993) significantly supplemented the lack of explanatory power in CAPM with three variables: market beta (Mkt-RF), size premium (SMB: Small Minus ...
Note: Adding FinBERT news sentiment (pip install transformers torch) provides an additional 0.10 weight signal not included above.
Contribute to EsmailLeath/Alemdar development by creating an account on GitHub.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results