PROJECT-09 — CAPM & Fama‑French Factors

FactorsRegression

Overview & Results

Cumulative returns comparison.

Cumulative returns comparison.

CAPM fit scatter.

CAPM fit scatter.

Fama‑French betas.

Fama‑French betas.

Residuals histogram.

Residuals histogram.

SUMMARY

Merged price series with factor datasets.
Regressed returns on CAPM/FF3 and extracted betas.
Inspected residuals, t‑stats, and stability.
Compared cumulative performance paths.
Packaged in a well‑commented notebook.

Research Notebook

Full code is embedded below (nbviewer). Open in new tab: https://nbviewer.org/github/harshb2007/Quant-Portfolio/blob/main/QUANT%20PORTFOLIO/PROJECT-09-CAPM%20Factor%20Models/PROJECT-09_-_CAPM_%26_Fama-French_Factors.ipynb.