ESG 气候投资 (climate-esg-investing)

使用Fama-French因子模型进行气候ESG投资分析，支持月度股价数据下载、因子相关性计算、OLS回归诊断及显著性筛选，帮助用户构建因子组合和风险评估。

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (9 total)

Sector Stock Count and Significant Factor Regression Analyzer (UC-101)

Identifies how many stocks from an index fall into each sector and screens for stocks with statistically significant factor regression results based o Triggers: sector composition, significant regression, p-value screening

Factor Correlation Calculator (UC-102)

Computes correlations between different factors over time to understand factor relationship dynamics and potential multicollinearity issues Triggers: factor correlation, correlation matrix, factor relationships