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A factor-based allocation engine that uses the Fama French 3 Factor model to perform a long/short trading strategy

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shaurya-chandhoke/ffa-engine

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FFAEngine

A factor-based allocation engine that uses the Fama French 3 Factor model to perform a long/short trading strategy

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A factor-based allocation engine that uses the Fama French 3 Factor model to perform a long/short trading strategy

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