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| ### Fama-French 3-factor regressions in Haskell | ||
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| Needs a more flexible csv parsing implementation. | ||
| Currently parses .csv file by into record data types, using label names as | ||
| record fields. | ||
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| >>> ghci regression.hs | ||
| ghci> main | ||
| #### Cabal Dependencies | ||
| - hmatrix | ||
| - cassava | ||
| - statistics | ||
| - hscolour | ||
| - pretty-show | ||
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| date,lmvtx,market,smb,hml | ||
| 1/03/11,2.59,0.28,2.73,-1.31 | ||
| 1/02/11,-2.833,3.85,1.79,1.38 | ||
| 3/01/11,2.533,2.01,-2.46,0.96 | ||
| 1/12/10,3.359,6.77,0.78,3.53 | ||
| 1/11/10,5.315,0.56,3.78,-0.66 | ||
| 1/10/10,-2.263,3.88,0.94,-2.21 | ||
| 1/09/10,4.007,9.24,3.96,-3.05 | ||
| 2/08/10,9.32,-4.4,-2.91,-1.71 | ||
| 1/07/10,-5.701,7.1,0.13,0.23 | ||
| 1/06/10,7.431,-5.21,-2.08,-4.31 | ||
| 3/05/10,-8.293,-8.0,-0.01,-2.36 | ||
| 1/04/10,-9.522,2.02,5.01,3.14 | ||
| 1/03/10,-0.136,6.44,1.57,2.01 | ||
| 1/02/10,5.82,3.53,1.39,2.75 | ||
| 4/01/10,2.161,-3.71,0.43,0.57 | ||
| 1/12/09,-2.982,2.91,5.89,0.72 | ||
| 2/11/09,2.676,5.74,-2.84,0.13 | ||
| 1/10/09,4.459,-2.84,-4.28,-4.37 | ||
| 1/09/09,-4.163,4.52,2.33,1.47 | ||
| 3/08/09,3.337,3.18,-0.56,7.68 | ||
| 1/07/09,4.868,8.23,2.47,4.82 | ||
| 1/06/09,9.329,-0.28,2.65,-2.45 | ||
| 1/05/09,1.258,6.73,-2.64,0.45 | ||
| 1/04/09,10.362,11.04,5.16,5.68 | ||
| 2/03/09,13.564,8.75,0.75,2.57 | ||
| 2/02/09,9.648,-10.12,-0.41,-6.75 | ||
| 2/01/09,-13.818,-7.75,-0.9,-9.93 | ||
| 1/12/08,-8.566,2.06,3.99,-1.18 | ||
| 3/11/08,6.738,-8.56,-3.57,-4.99 | ||
| 1/10/08,-17.314,-18.55,-2.17,-3.07 | ||
| 2/09/08,-24.874,-9.97,-0.23,4.42 | ||
| 1/08/08,-14.105,0.99,3.79,1.48 | ||
| 1/07/08,-0.167,-1.47,3.74,3.59 | ||
| 2/06/08,-2.667,-8.03,1.05,-1.06 | ||
| 1/05/08,-16.961,2.21,2.84,-0.26 | ||
| 1/04/08,-2.305,4.94,-1.55,0.07 | ||
| 3/03/08,3.45,-1.21,0.86,0.17 | ||
| 1/02/08,-8.005,-2.33,-0.55,0.05 | ||
| 2/01/08,-10.601,-6.44,-0.76,3.01 | ||
| 3/12/07,-11.053,-0.7,0.07,-0.05 | ||
| 1/11/07,-6.453,-5.27,-2.73,-1.02 | ||
| 1/10/07,-10.897,2.26,0.09,-1.92 | ||
| 4/09/07,-3.417,3.77,-2.47,-2.13 | ||
| 1/08/07,-0.192,0.75,-0.14,-2.37 | ||
| 2/07/07,-4.448,-3.57,-2.7,-2.93 | ||
| 1/06/07,-10.426,-1.87,0.67,-1.03 | ||
| 1/05/07,-7.706,3.48,-0.06,-0.09 | ||
| 2/04/07,-0.8,3.55,-2.09,-0.96 | ||
| 1/03/07,0.088,0.87,-0.23,0.43 | ||
| 1/02/07,-6.09,-1.78,1.43,0.24 | ||
| 3/01/07,-6.297,1.5,0.06,-0.1 |