Alternatives and similar repositories for Codes-of-Python-based-Financial-Analysis-and-Risk-Management

Users that are interested in Codes-of-Python-based-Financial-Analysis-and-Risk-Management are comparing it to the libraries listed below

• jcchao / deeplearning-for-quant
  本项目为深度学习在多因子量化选股中的一种实践
  ☆103Updated 6 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆115Updated 2 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆36Updated 2 years ago
• FinHackCN / xlib
  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
  ☆48Updated 3 years ago
• dkl0707 / QuantDatabase
  金融量化数据库构建
  ☆85Updated last year
• YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
  RFS2020年论文Emperical asset pricing via machine learning复现
  ☆24Updated 3 years ago
• Tingqin-D / basic_codes_for_quant
  ☆60Updated last year
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆185Updated 2 years ago
• jrothschild33 / Black-Litterman-Model
  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…
  ☆147Updated 5 years ago
• JoshuaQYH / TIDIBEI
  基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM
  ☆209Updated 5 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆80Updated 3 years ago
• nullgit / transformer-quant
  基于Transformer架构的量化金融预测研究
  ☆8Updated 2 years ago
• Miya-Su / Quantitative-Trading
  量化投资
  ☆228Updated 6 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  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
• WHUFT / WHU_FinTech_Workshop
  武汉大学金融科技研讨班
  ☆341Updated last week
• xhlgogo / Quantitative-Investment-Trading-system
  中国人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。
  ☆235Updated last year
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆132Updated 5 years ago
• phonegapX / alphasickle
  多因子指数增强策略/多因子全流程实现
  ☆321Updated last year
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆82Updated 2 years ago
• plouto-quants / FBDQA-2019A
  金融大数据量化分析
  ☆251Updated last year
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆303Updated 5 years ago
• QuantNi / Quant-Report
  ☆165Updated last year
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆26Updated 2 years ago
• YTZzzzz / cne5_factors
  ☆13Updated 6 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆64Updated 7 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆29Updated 2 years ago
• nkuguanrui / FamaFrenchThreeFacorModel
  FamaFrench(1992)论文复现;FamaFrench三因子模型；python
  ☆36Updated 4 years ago
• ACEACEjasonhuang / gplearnplus
  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
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 3 years ago
• tkfy920 / PythonQuantitativeFinance
  专注于分享Python在金融领域的应用，欢迎关注微信公众号: Python金融量化 （id：tkfy920）
  ☆412Updated 4 years ago