ChannelCMT / OFO
Python Data Analysis and Financial Calculation
☆64Updated 5 years ago
Alternatives and similar repositories for OFO:
Users that are interested in OFO are comparing it to the libraries listed below
- 多因子模型相关☆21Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 基于streamlit的因子分析app☆60Updated last week
- 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…☆62Updated 4 years ago
- CTA_Strategies☆40Updated 7 years ago
- 沪深300指数增强模型☆80Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- alpha投研示例☆69Updated last week
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- Just another backtester☆20Updated 3 months ago
- codegen from expression to others, such as polars, pandas☆118Updated last week
- 获取经典的量化多因子模型数据☆73Updated 3 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- 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☆121Updated 4 years ago
- lightweight backtester☆29Updated 3 months ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆60Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 7 months ago
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- 因子构建、单因子测试☆70Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- ☆141Updated 4 months ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆100Updated 10 months ago
- ☆20Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆163Updated 6 years ago
- 多因子策略回测框架☆32Updated 5 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- 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☆59Updated last year
- Barra Multifactor Model☆140Updated 5 years ago
- Barra-Multiple-factor-risk-model☆138Updated 8 years ago