Factor models are used in risk management to explain how much of your returns are dependent on specific factors. This notebook will demonstrate the process of determining exposure.
The lecture will be presented at this meetup. We will be releasing a video lecture as well, watch this thread for a link. Find all of our lectures hosted permanently with videos at www.quantopian.com/lectures.
Credit for the notebook goes to Evgenia 'Jenny' Nitishinskaya.