Alexdachen / ivixLinks
中国波指的计算
☆140Updated 6 years ago
Alternatives and similar repositories for ivix
Users that are interested in ivix are comparing it to the libraries listed below
Sorting:
- 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☆125Updated 5 years ago
- 期权隐含波动率/历史波动率☆193Updated 2 years ago
- ☆195Updated 5 years ago
- ☆146Updated 3 months ago
- A utility for fundamentals data of China commodity futures☆266Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- 中国版技术指标☆172Updated last year
- 沪深300指数增强模型☆85Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 6 years ago
- Barra-Multiple-factor-risk-model☆142Updated 8 years ago
- 基于streamlit的因子分析app☆74Updated 3 months ago
- 因子构建、单因子测试☆71Updated 4 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- Python Data Analysis and Financial Calculation☆66Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆118Updated 3 years ago
- Basic template for managing Backtrader backtests.☆182Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- 获取经典的量化多因子模型数据☆81Updated 3 years 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☆41Updated last year
- It is suitable for beginners☆48Updated 4 years ago
- stock☆89Updated 3 years ago
- CTA_Strategies☆44Updated 8 years ago
- ☆52Updated last year
- ☆79Updated 4 years ago
- rqalpha拓展数据和事件源,支持分钟级别回测,实时交易,支持quantos数据源☆98Updated 6 years ago
- 多因子指数增强策略/多因子全流程实现☆323Updated last year
- codegen from expression to others, such as polars, pandas☆131Updated 3 weeks ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago