Barra risk model handbook pdf 2022 hot wheels mainline wonders unit 5 week 1 2022 subaru outback price paid forum 2013 audi a4 low oil pressure new england wood pellet schuyler ny stolas x maid reader verizon esg report [RANDIMGLINK] The GEM2 S/L model versions provide: Improved accuracy of risk forecasts and increased explanatory power over GEM. 代码结构：. 1.barra_template.py: 实现功能：. 1）对文件夹内csv文件读取添加一层封装，以实现通过访问因子类的属性即可读取因子矩阵数据；. 2）实现因子名称的模糊匹配并忽略其大小写；. 2.barra_CNE6_factor.py: 实现功能：. 使用dask库，对原始矩阵数据进行批量并行 BARRA-CNE6 / CNE6_Momentum.py / Jump to. Code definitions. CalcFunc Class __init__ Function _align Function __drop_invalid_and_fill_val Function _rolling_apply Function _get_exp_weight Function weighted_std Function weighted_func Function nanfunc Function _rolling Function Momentum Class __init__ Function STREV Function SEASON Function INDMOM Barra risk models are products of a thorough and exacting model estimation process. This handbook discusses the methods Barra uses to model portfolio risk. Section I. The Theory of Risk Chapter 1. Forecasting Risk with Multiple Factor Models dis-cusses the application of multiple-factor modeling to the risk analysis problem. Section II.