2023
Seeking Alpha
The alpha obtained from the Fama&French three-factor model is used to construct a long-short strategy and backtest the performance against the market return. Highlights： Difficulty：★★☆☆☆ The Fama&French three-factor model is used to calculate the alpha of Taiwan-listed stocks, and the top 20% of stocks with the highest alpha and the bottom 20% of stocks with […]
