Davidyfxu / CPPI-TIPPLinks
The quantitative investing strategies called 'TIPP' and 'CPPI'
☆11Updated 4 years ago
Alternatives and similar repositories for CPPI-TIPP
Users that are interested in CPPI-TIPP are comparing it to the libraries listed below
Sorting:
- 多因子选股框架☆23Updated 4 years ago
- 一些研报的复现☆12Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 利用Wind API更新周频与月频因子☆11Updated 5 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。☆22Updated 7 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 9 months ago
- 多因子模型相关☆22Updated 3 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- 量化研究-多因子模型☆21Updated last year
- ☆15Updated 3 years ago
- Risk_Parity strategy 风险平价☆26Updated 5 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 3 years ago
- 基于聚宽平台，探索分钟级的高频交易☆33Updated 4 years ago
- from for/if/else to my first option back-test function☆16Updated 4 years ago
- 资产配置方案项目☆31Updated 4 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- Multi-Factor model with regression method☆9Updated 6 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- tools for alpha research☆23Updated 7 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- ☆14Updated 2 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 基于QFactor模型的A股实证研究☆19Updated 5 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated last week