Alexdachen / ivix
中国波指的计算
☆132Updated 6 years ago
Alternatives and similar repositories for ivix:
Users that are interested in ivix are comparing it to the libraries listed below
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆121Updated 4 years ago
- 期权隐含波动率/历史波动率☆190Updated 2 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆163Updated 6 years ago
- ☆192Updated 4 years ago
- 获取经典的量化多因子模型数据☆66Updated 3 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆88Updated 5 years ago
- ☆141Updated 2 months ago
- 因子构建、单因子测试☆70Updated 3 years ago
- 基于streamlit的因子分析app☆55Updated 11 months ago
- 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☆39Updated last year
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- Barra-Multiple-factor-risk-model☆132Updated 7 years ago
- A utility for fundamentals data of China commodity futures☆243Updated 4 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆58Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆77Updated 5 years ago
- Barra Multifactor Model☆137Updated 4 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆125Updated 5 years ago
- 波动率指数的计算,修改自https://github.com/Alexdachen/ivix☆14Updated 5 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。☆111Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 中国版技术指标☆161Updated last year
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆102Updated 3 years ago
- 量化数据下载更新工具,请参考ddump项目☆36Updated 5 years ago
- CTA_Strategies☆40Updated 7 years ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆212Updated 2 years ago
- codegen from expression to others, such as polars, pandas☆116Updated last month
- It is suitable for beginners☆44Updated 4 years ago
- 非平衡订单流高频交易模型☆105Updated 6 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆196Updated 3 years ago