中国波指的计算
☆150Nov 2, 2018Updated 7 years ago
Alternatives and similar repositories for ivix
Users that are interested in ivix are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 波动率指数的计算,修改自https://github.com/Alexdachen/ivix☆18Mar 21, 2019Updated 7 years ago
- 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☆125Jul 14, 2020Updated 5 years ago
- 中国波动率指数IVIX(CBOE volatility index)☆28May 25, 2021Updated 4 years ago
- 博客相关代码、数据☆15Apr 6, 2022Updated 4 years ago
- 期权隐含波动率/历史波动率☆197Aug 7, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Nov 26, 2018Updated 7 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform☆16Dec 22, 2019Updated 6 years ago
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 3 years ago
- ☆45Jun 5, 2019Updated 6 years ago
- Python通达信数据接口☆42Aug 26, 2019Updated 6 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆130Jul 6, 2023Updated 2 years ago
- Compute VIX and related volatility indices☆108Dec 4, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Modeling of intraday volatility and volume in financial markets☆19May 29, 2023Updated 2 years ago
- Collection of useful and working Excel RTD server samples.☆12Sep 4, 2021Updated 4 years ago
- 获取股票期货等数据☆59Mar 10, 2020Updated 6 years ago
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆51Mar 10, 2023Updated 3 years ago
- A utility for fundamentals data of China commodity futures☆301Mar 31, 2020Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆124Jan 15, 2020Updated 6 years ago
- 通达信数据读取 pytdx 的一个简便使用封装☆61Dec 21, 2018Updated 7 years ago
- Potato, a Pythonic Algorithmic Trading Framework☆66Aug 24, 2017Updated 8 years ago
- 兼容 diff 的多交易所行情发送方案☆42Oct 24, 2025Updated 6 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆73Feb 15, 2018Updated 8 years ago
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆24Sep 12, 2022Updated 3 years ago
- 券商金工研报复现☆13Nov 4, 2020Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- quant strategy backtesting from pobo financial☆528Jan 20, 2020Updated 6 years ago
- 区块链量化交易平台 火币量化交易平台 数字货币量化交易平台☆12Dec 5, 2021Updated 4 years ago
- Calculates the generalized Hurst exponent of a time series☆39Dec 5, 2023Updated 2 years ago
- ☆21Dec 9, 2017Updated 8 years ago
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆34Jun 19, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- QARandomPrice_TickPrice_by_OU process☆11May 18, 2020Updated 5 years ago
- A model for forecasting stock volatility☆22Apr 14, 2017Updated 9 years ago
- 计算中国偏度指数(CBOE skew index)☆15May 23, 2021Updated 4 years ago
- stock☆97Aug 4, 2021Updated 4 years ago
- AmazingQuant——为交易而生的智能投研Lab。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。☆274Apr 3, 2024Updated 2 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☆101Apr 23, 2019Updated 7 years ago
- 以wind为数据源的基金单期brinson业绩归因☆89Jan 23, 2020Updated 6 years ago