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Fama-French 3 factor model doesn't work very well, did I do something wrong?

Hi, I check out the code from https://www.quantopian.com/posts/computing-the-fama-french-factors-with-pipeline-1 I want to test Fama-French 3 factor model, but it looks like the result is terrible.
Did I do anything wrong?
Any suggestion would be appreciated.

Best

1 response

It seems very slow to show backtest result, I will attach another one here