Construction of multiple signals in Green et al (2013)

This Repo is constructed with the intention of unlocking factor construction in Python. Quantitative Finance is blessed with many academic papers. However, the connection between Data and Formulas is a bit murky. Using Pandas and Numpy in Python, we can replicate these papers.

Due to Licence issues, I will NOT BE SHARING THE UNDERLYING data. However, I will specify what data sources are used for each signal. The input data is as is downloaded from the repective Vendors.