The second version of the Free Risk Model is now live!
Not only have I fixed some bugs, but I’ve also been able to better capture the breadth of the factors and add some micro-caps to our universe.
I’ve also added more factor diversification, such as Growth and Stability!
It’s all on the Quant Solvings website! I hope you find it useful 
If anyone would like to collaborate with me on this project for the community, please message me privately!