ChannelCMT / QS
CTA_Strategies
☆40Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for QS
- Python Data Analysis and Financial Calculation☆63Updated 5 years ago
- 沪深300指数增强模型☆75Updated 5 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☆116Updated 4 years ago
- 沪深300指数纯因子组合构建☆48Updated 5 years ago
- 基于streamlit的因子分析app☆51Updated 9 months ago
- lightweight backtester☆26Updated 2 months 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
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 5 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
- Just another backtester☆20Updated 3 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
- alpha101 的 quantaxis 适配版本☆42Updated 3 years ago
- It is suitable for beginners☆44Updated 4 years ago
- ☆36Updated 2 years ago
- backtrader接入国内期货实盘交易☆60Updated 3 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆124Updated 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
- 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
- ☆48Updated last year
- QIFI协议下的Account实现☆27Updated 3 years ago
- backtrader adapted for Chinese stock market☆68Updated 7 years ago
- 改进gplearn,主要使用在股票公式挖掘☆90Updated 4 years ago
- alpha投研示例☆57Updated last week
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆74Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆85Updated 6 months ago