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View Code? Open in Web Editor NEWLook Ahead Factor models for quantitative investing using deep learning and uncertainty quantification
Look Ahead Factor models for quantitative investing using deep learning and uncertainty quantification
Hi I have access to Compustat WRDS data and want to reproduce the results in LFM paper. After starting with deep-quant repository I had results lower than in the paper so want to use this repository but get such an error after running lfm_quant.py:
from cdrs.core.dq_ml_data import DqMlData
ModuleNotFoundError: No module named 'cdrs'
I tried using deep-quant configs with WRDS data and instruction but it is not working yet, should I directly use the data without importing it from these modules?
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