Alexdachen / ivix
中国波指的计算
☆123Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for ivix
- 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☆115Updated 4 years ago
- 沪深300指数增强模型☆73Updated 5 years ago
- ☆187Updated 4 years ago
- 期权隐含波动率/历史波动率☆183Updated 2 years ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- ☆135Updated this week
- python quant☆39Updated last year
- It is suitable for beginners☆44Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆160Updated 6 years ago
- 基于万矿平台,对alpha101因子进行测试 并构造多因子策略☆82Updated 5 years ago
- 基于streamlit的因子分析app☆50Updated 8 months ago
- Barra Multifactor Model☆133Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆75Updated 4 years ago
- 沪深300指数纯因子组合构建☆48Updated 5 years ago
- 量化开发 多因子选股模型☆129Updated 5 years ago
- 因子构建、单因子测试☆66Updated 3 years ago
- Barra CNE6 因子构建☆248Updated 4 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☆38Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆119Updated 4 years ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆204Updated 2 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆124Updated 5 years ago
- ☆72Updated 3 years ago
- 多因子指数增强策略/多因子全流程实现☆265Updated 8 months ago
- Barra-Multiple-factor-risk-model☆128Updated 7 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。☆100Updated 10 months ago
- A utility for fundamentals data of China commodity futures☆237Updated 4 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☆37Updated last year
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆91Updated 2 years ago
- stock☆80Updated 3 years ago
- Basic template for managing Backtrader backtests.☆172Updated 2 years ago