Davidyfxu / CPPI-TIPP
The quantitative investing strategies called 'TIPP' and 'CPPI'
☆11Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for CPPI-TIPP
- 多因子模型相关☆21Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 基于机器学习的多因子研究框架☆13Updated 4 years ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- 多因子选股框架☆21Updated 3 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- 资产配置方案项目☆27Updated 4 years ago
- ☆14Updated last year
- 量化研究-多因子模型☆18Updated last year
- 一些研报的复现☆11Updated 6 years ago
- 沪深300指数纯因子组合构建☆48Updated 5 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 5 years ago
- Risk Parity and Factors Model on multi asseet management☆18Updated 3 years ago
- Quantlib是一个个人维护、使用的量化模块,主要用于金融数据的获取、清洗、变换和分析等功能。☆19Updated 6 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆16Updated 2 years ago
- 量化FOF框架☆11Updated 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆31Updated 4 years ago
- ☆15Updated 3 years ago
- Backtrader量化策略研报复现☆25Updated 2 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 2 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
- my first factor-stock-selecting backtest function☆18Updated 4 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 4 years ago
- ☆20Updated 3 years ago
- Alpha研究平 台☆17Updated 3 years ago
- 实行gamma scalping策略时的期权组合选择工具☆14Updated 5 years ago
- Risk_Parity strategy 风险平价☆22Updated 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☆116Updated 4 years ago