Ckend / alphalensLinks
Performance analysis of predictive (alpha) stock factors
☆29Updated 4 years ago
Alternatives and similar repositories for alphalens
Users that are interested in alphalens are comparing it to the libraries listed below
Sorting:
- 以wind为数据源的基金单期brinson业绩归因☆87Updated 6 years ago
- BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）☆125Updated 4 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆174Updated 7 years ago
- ☆88Updated 4 years ago
- 中国版技术指标☆185Updated 2 years ago
- 基于streamlit的因子分析app☆91Updated 10 months ago
- 因子回测框架☆141Updated 2 years ago
- ☆213Updated 5 years ago
- Barra Multifactor Model☆160Updated 5 years ago
- 金融量化数据库构建☆92Updated 2 years ago
- It is suitable for beginners☆47Updated 5 years ago
- ☆205Updated 2 years ago
- codegen from expression to others, such as polars, pandas☆146Updated 2 weeks ago
- 因子构建、单因子测试☆72Updated 4 years ago
- Barra-Multiple-factor-risk-model☆149Updated 8 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆94Updated 6 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…☆76Updated 5 years ago
- Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…☆95Updated 2 years ago
- ☆150Updated this week
- 获取经 典的量化多因子模型数据☆92Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆72Updated 8 years ago
- 分享量化投资相关的论文，代码和代码复现。☆88Updated 2 years ago
- Backtrader量化策略研报复现☆34Updated 3 years ago
- stock☆97Updated 4 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☆125Updated 5 years ago
- 量化开发 多因子选股模型☆140Updated 7 years ago
- 改进gplearn,主要使用在股票公式挖掘☆100Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago