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This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.

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Name		Name	Last commit message	Last commit date
Latest commit History 115 Commits
Data		Data
Output		Output
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
figure.py		figure.py
main.py		main.py

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Betting-Against-Beta

This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta. (referred to as "the paper" in the following content)

Data

Data folder stores the fetched data and Data.py.
Data.py consists of 2 parts: save tickers, get data. Tickers are processed through website information, data are fetched using 'pandas-datareader'.