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Difficulty: Medium
Category: data_manipulation
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Topics: factor-models, regression, numpy, alpha, attribution
The Carhart four-factor model extends the Fama-French three-factor model by incorporating a momentum factor (UMD), providing a more comprehensive tool for asset pricing. Quantitative analysts perform Ordinary Least Squares (OLS) regression of a portfolio's excess returns against these four factors to decompose performance into systematic risk exposures and residual alpha. This process is fundamental for risk attribution and performance evaluation. Task Implement solution(excess_returns: list, m
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