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Correct implementation of Fama-Macbeth corrected regression standard errors

Hi,
I'm doing my thesis reserach in Quantopian on empirical asset pricing, a study on the Quality factor as proposed by Asness et al. Quality Minus Junk, and this consist of running regression of price on quality and expected beta return factor models on the quality factor and QMJ factor.

In the attached notebook, I'm not sure if I am correcting the standard errors correctly using the Fama-Macbeth procedure Is anyone familiar with it and would mind having a friendly look to see if I've understood it correct?