ChannelCMT / OFO
Python Data Analysis and Financial Calculation
☆62Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for OFO
- 多因子模型相关☆21Updated 3 years ago
- alpha投研示例☆57Updated last week
- CTA_Strategies☆40Updated 7 years ago
- 沪深300指数纯因子组合构建☆48Updated 5 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…☆57Updated 3 years ago
- 沪深300指数增强模型☆75Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 4 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆83Updated 5 years ago
- 基于streamlit的因子分析app☆51Updated 8 months ago
- ☆20Updated 3 years ago
- backtrader接入国内期货实盘交易☆60Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆90Updated 4 years ago
- codegen from expression to others, such as polars, pandas☆108Updated this week
- 非平衡订单流高频交易模型☆102Updated 6 years ago
- It is suitable for beginners☆44Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆85Updated 6 months ago
- Quant Studio Document☆22Updated 3 years ago
- factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。☆38Updated 6 years ago
- ☆137Updated this week
- 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☆116Updated 4 years ago
- ☆74Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 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☆40Updated 2 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆35Updated last year
- stock☆80Updated 3 years ago
- Backtrader量化策略研报复现☆25Updated 2 years ago
- ☆36Updated 2 years ago
- Just another backtester☆20Updated 3 years ago
- lightweight backtester☆26Updated 2 months ago