ChannelCMT / OFOLinks
Python Data Analysis and Financial Calculation
☆66Updated 6 years ago
Alternatives and similar repositories for OFO
Users that are interested in OFO are comparing it to the libraries listed below
Sorting:
- 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…☆69Updated 4 years ago
- alpha投研示例☆85Updated last month
- 沪深300指数增强模型☆86Updated 6 years ago
- CTA_Strategies☆47Updated 8 years ago
- 多因子模型相关☆22Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 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☆126Updated 5 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- ☆148Updated 5 months ago
- Barra Multifactor Model☆149Updated 5 years ago
- 基于streamlit的因子分析app☆83Updated 6 months ago
- stock☆95Updated 4 years ago
- Barra-Multiple-factor-risk-model☆144Updated 8 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- 获取经典的量化多因子模型数据☆88Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆84Updated 5 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆112Updated last year
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- ☆20Updated 4 years ago
- ☆209Updated 5 years ago
- codegen from expression to others, such as polars, pandas☆136Updated this week
- factor performance visualization☆42Updated this week
- 众人的因子回测框架 stock factor test☆29Updated last week
- Quant Studio Document☆23Updated 4 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☆49Updated 3 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago