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HumanRupert/ff3fm_rrr.py

Last active January 24, 2021 07:38
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ff3fm_rrr.py
latest_factors = factors.tail(1).to_dict('r')[0]
RRR = latest_factors["RF"]
RRR += betas["Mkt-RF"] * latest_factors["Mkt-RF"]
RRR += betas["SMB"] * latest_factors["SMB"]
RRR += betas["HML"] * latest_factors["HML"]
print(f"Required rate of return is: {RRR}")
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