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Updated README
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Hvass-Labs committed May 18, 2021
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Expand Up @@ -7,14 +7,28 @@ Original author is [Magnus Erik Hvass Pedersen](http://www.hvass-labs.org)

## Introduction

This is a small collection of research papers on investing.
They are written as Python Notebooks so they can easily be
This is a collection of research papers on long-term investing, portfolio
optimization, etc. They are written as Python Notebooks so they can easily be
modified and run again.


## Research
## Papers

1. Forecasting Long-Term Stock Returns ([Notebook](https://github.com/Hvass-Labs/FinanceOps/blob/master/01_Forecasting_Long-Term_Stock_Returns.ipynb)) ([Google Colab](https://colab.research.google.com/github/Hvass-Labs/FinanceOps/blob/master/01_Forecasting_Long-Term_Stock_Returns.ipynb))
The following Python Notebooks produce the plots and statistics for some of my
"normal" research papers which can be downloaded from
[SSRN](http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=1993051)
and [GitHub](https://github.com/Hvass-Labs/Finance-Papers).

- Long-Term Stock Forecasting ([Notebook](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Long-Term_Stock_Forecasting.ipynb)) ([Google Colab](https://colab.research.google.com/github/Hvass-Labs/FinanceOps/blob/master/Paper_Long-Term_Stock_Forecasting.ipynb))

- Does Volatility Harvesting Really Work? ([Notebook](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Volatility_Harvesting.ipynb)) ([Google Colab](https://colab.research.google.com/github/Hvass-Labs/FinanceOps/blob/master/Paper_Volatility_Harvesting.ipynb))


## Other Research

The following Python Notebooks contain stand-alone research without "normal" papers.

1. Basic Long-Term Stock Forecasting ([Notebook](https://github.com/Hvass-Labs/FinanceOps/blob/master/01_Forecasting_Long-Term_Stock_Returns.ipynb)) ([Google Colab](https://colab.research.google.com/github/Hvass-Labs/FinanceOps/blob/master/01_Forecasting_Long-Term_Stock_Returns.ipynb))

1-B. Better Long-Term Stock Forecasts ([Notebook](https://github.com/Hvass-Labs/FinanceOps/blob/master/01B_Better_Long-Term_Stock_Forecasts.ipynb)) ([Google Colab](https://colab.research.google.com/github/Hvass-Labs/FinanceOps/blob/master/01B_Better_Long-Term_Stock_Forecasts.ipynb))

Expand All @@ -41,16 +55,6 @@ modified and run again.
7. Forecasting Dividends ([Notebook](https://github.com/Hvass-Labs/FinanceOps/blob/master/07_Forecasting_Dividends.ipynb)) ([Google Colab](https://colab.research.google.com/github/Hvass-Labs/FinanceOps/blob/master/07_Forecasting_Dividends.ipynb))


## Other Papers

The following Python Notebooks produce the plots and statistics for some of my
"normal" research papers which can be downloaded from
[SSRN](http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=1993051)
and [GitHub](https://github.com/Hvass-Labs/Finance-Papers).

- Long-Term Stock Forecasting ([Notebook](https://github.com/Hvass-Labs/FinanceOps/blob/master/Paper_Long-Term_Stock_Forecasting.ipynb)) ([Google Colab](https://colab.research.google.com/github/Hvass-Labs/FinanceOps/blob/master/Paper_Long-Term_Stock_Forecasting.ipynb))


## Videos

There is a [YouTube video](https://www.youtube.com/playlist?list=PL9Hr9sNUjfsmlHaWuVxIA0pKL1yjryR0Z) for each research paper.
Expand Down Expand Up @@ -118,6 +122,7 @@ which clones FinanceOps to your work-directory on Colab.

- Recent share-price and fundamental data from [SimFin](https://github.com/SimFin/simfin).
- Older share-price data from [Yahoo Finance](https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC).
- Intraday share-price data from [Alpha Vantage](https://www.alphavantage.co/)
- Financial data for some individual stocks collected manually by the author from the 10-K Forms filed with the [U.S. SEC](http://www.sec.gov/cgi-bin/browse-edgar?company=&match=&CIK=jnj&filenum=&State=&Country=&SIC=&owner=exclude&Find=Find+Companies&action=getcompany).
- Newer S&P 500 data from the [S&P Earnings & Estimates Report](http://www.spindices.com/documents/additional-material/sp-500-eps-est.xlsx) and older data from the research staff at S&P and Compustat (some older data is approximated by their research staff).
- Financial data for Exchange Traded Funds (ETF) from Morningstar Direct.
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