ChannelCMT / QS
CTA_Strategies
☆40Updated 7 years ago
Alternatives and similar repositories for QS:
Users that are interested in QS are comparing it to the libraries listed below
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- 沪深300指数增强模型☆78Updated 5 years ago
- 获取经典的量化多因子模型数据☆71Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- 基于streamlit的因子分析app☆58Updated last year
- 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
- 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
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆91Updated 5 years ago
- Just another backtester☆20Updated 3 months ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 6 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆43Updated 5 years ago
- lightweight backtester☆28Updated 2 months ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated last year
- 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。☆39Updated 6 years ago
- ☆20Updated 4 years ago
- alpha101 的 quantaxis 适配版本☆45Updated 4 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 5 years ago
- 因子构建、单因子测试☆69Updated 3 years ago
- It is suitable for beginners☆46Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆162Updated 6 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☆45Updated 2 years ago
- ☆190Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆79Updated 5 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆76Updated 7 years ago
- 多因子策略回测框架☆32Updated 5 years ago
- backtrader adapted for Chinese stock market☆69Updated 7 years ago