AxiomOfChoice-sys / WorldQuantAlpha101Links
☆12Updated 4 years ago
Alternatives and similar repositories for WorldQuantAlpha101
Users that are interested in WorldQuantAlpha101 are comparing it to the libraries listed below
Sorting:
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 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
- 因子构建、单因子测试☆72Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 2 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆50Updated 3 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…☆69Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 沪深300指数增强模型☆86Updated 6 years ago
- Barra Multifactor Model☆147Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- 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☆61Updated last year
- Barra-Multiple-factor-risk-model☆144Updated 8 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- 多因子选股框架☆27Updated 4 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。☆134Updated last year
- alpha投研示例☆81Updated last month
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆20Updated last year
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- 多因子策略回测框架☆33Updated 5 years ago
- 基于streamlit的因子分析app☆81Updated 5 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☆42Updated 2 years ago
- 一些研报的复现☆12Updated 7 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆152Updated 5 years ago
- ☆112Updated 5 years ago
- Implemented some mathematical processings used in the Barra risk model☆30Updated 2 years ago
- 因子回测框架☆133Updated 2 years ago