BobMing / Codes-of-Python-based-Financial-Analysis-and-Risk-Management

Related projects ⓘ

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

• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• 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
  ☆86Updated 5 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆62Updated 3 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
  ☆40Updated 2 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆32Updated 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…
  ☆131Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 6 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆90Updated last year
• rosie068 / BARRA_risk
  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…
  ☆55Updated 3 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated last year
• lc-sysbs / alpha101
  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
• DracoMori / stock-select
  多因子打分选股
  ☆12Updated 2 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆70Updated last year
• FinanStudent / basic_codes_for_quant
  ☆52Updated last year
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆18Updated last year
• 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
  ☆17Updated last year
• 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
  ☆38Updated last year
• YTZzzzz / cne5_factors
  ☆12Updated 6 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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
• YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
  RFS2020年论文Emperical asset pricing via machine learning复现
  ☆15Updated 2 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆128Updated 7 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
  ☆183Updated 4 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆41Updated 4 years ago
• Miya-Su / Quantitative-Trading
  量化投资
  ☆193Updated 5 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆90Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆54Updated 2 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆74Updated 6 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆91Updated 2 years ago
• dkl0707 / QuantDatabase
  金融量化数据库构建
  ☆67Updated 9 months ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆11Updated 2 months ago