README.md

CausalFactorInvesting

Causal Factor Investing (Marcos Lopez de Prado, 2023) Workbook

마음대로 번역하는 Causal Factor investing

Contents

1. Introduction
2. Association vs Causation
3. The Three Steps of Scientific Discovery
4. Causal Inference
5. Causality in Econometrics
6. Causalisy in Factor Investing
7. Monte Carlo Experiments
8. Conclusions