Risk estimation algorithms
☆30Aug 4, 2018Updated 7 years ago
Alternatives and similar repositories for Risk-Models
Users that are interested in Risk-Models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆176Aug 21, 2018Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Feb 4, 2017Updated 9 years ago
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 5 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.
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 7 years ago
- Barra Multifactor Model☆162Mar 18, 2020Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Feb 5, 2018Updated 8 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- tools for alpha research☆23Dec 20, 2017Updated 8 years ago
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Implemented some mathematical processings used in the Barra risk model☆40Apr 11, 2023Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated last week
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Jul 6, 2023Updated 2 years ago
- 信用风险评估评分卡☆11Aug 20, 2018Updated 7 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Dec 8, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Nov 10, 2013Updated 12 years ago
- Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of …☆12Feb 26, 2020Updated 6 years ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Oct 31, 2012Updated 13 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆388Aug 7, 2018Updated 7 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- 抓取东方财富网龙虎榜☆17Jun 29, 2016Updated 9 years ago
- Volume Weighted Average Price Optimal Execution☆42Mar 12, 2019Updated 7 years ago
- ☆19Mar 23, 2020Updated 6 years ago
- Ledoit-Wolf covariance matrix estimator of stock returns☆49Aug 23, 2019Updated 6 years ago
- Presentation for QuantCon 2016☆11Apr 9, 2016Updated 10 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆14Feb 25, 2020Updated 6 years ago
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 7 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆28Nov 29, 2018Updated 7 years ago
- ☆210Mar 29, 2023Updated 3 years ago
- Data Adapter for Windpy☆34Jan 15, 2018Updated 8 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆65Apr 25, 2024Updated last year
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago