A-cyan / iVIXLinks
上证50ETF波动率指数
☆16Updated 2 years ago
Alternatives and similar repositories for iVIX
Users that are interested in iVIX are comparing it to the libraries listed below
Sorting:
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆43Updated 2 years ago
- 因子回测框架☆141Updated 2 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统, 主要针对股指期货操作。☆144Updated 2 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- ☆118Updated 6 years ago
- ☆196Updated 2 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆125Updated 4 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆67Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆72Updated 8 years ago
- 华泰金工研究报告☆231Updated 2 years ago
- Barra CNE6 因子构建☆348Updated 6 years ago
- python quant☆48Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆215Updated 2 years ago
- 多因子指数增强策略/多因子全流程实现☆367Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Updated 3 years ago
- Barra Multifactor Model☆160Updated 5 years ago
- High frequency factors based on order and trade data.☆70Updated 2 years ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆156Updated 2 years ago
- ☆88Updated 4 years ago
- ☆59Updated 2 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- 开放式的缠论python实现框架,支持形态学/动力学买卖点分析计算,多级别K线联立,区间套策略,可视化绘图,多种数据接入,策略开发,交易系统对接;☆73Updated 2 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆40Updated 3 years ago
- 我的多因子模型、量化投资沙盒☆188Updated 2 years ago
- Machine Learning-Driven Quantamental Investing☆142Updated 5 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆110Updated 6 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆43Updated 2 years ago
- Barra-Multiple-factor-risk-model☆149Updated 8 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆139Updated 5 months ago