Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
量化FOF框架
☆12Updated 5 years ago
Alternatives and similar repositories for Quantitative_FOF_Multi_Factors_Framework:
Users that are interested in Quantitative_FOF_Multi_Factors_Framework are comparing it to the libraries listed below
- 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☆14Updated 4 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆12Updated last week
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 多因子模型相关☆22Updated 3 years ago
- ☆15Updated 3 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 …☆13Updated 5 years ago
- 量化研究-多因子模型☆18Updated last year
- 多因子选股框架☆21Updated 4 years ago
- 一些研报的复现☆12Updated 6 years ago
- ☆15Updated 6 years ago
- Risk Parity and Factors Model on multi asseet management☆20Updated 3 years ago
- 多因子打分选股☆13Updated 3 years ago
- Alpha研究平台☆18Updated 3 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 4 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 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
- ☆20Updated 3 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 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
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆31Updated 5 years ago
- PairsTrading base on R or python☆10Updated last week
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆15Updated 5 months ago
- ☆11Updated 3 years ago
- Risk_Parity strategy 风险平价☆23Updated 4 years ago