HappyBeee / Finance_Numerics_Jupyter_Notebook_Chinese
量化金融计算,Jupyter notebook,中文。
☆26Updated 4 years ago
Alternatives and similar repositories for Finance_Numerics_Jupyter_Notebook_Chinese:
Users that are interested in Finance_Numerics_Jupyter_Notebook_Chinese are comparing it to the libraries listed below
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆75Updated 7 years ago
- 获取经典的量化多因子模型数据☆66Updated 3 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 5 years ago
- 量化开发 多因子选股模型☆129Updated 6 years ago
- 量化投资☆204Updated 5 years ago
- 我自己的单因子研究框架☆22Updated last year
- 因子回测框架☆102Updated last year
- 本项目为深度学习在多因子量化选股中的一种实践☆93Updated 5 years ago
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆194Updated 4 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆20Updated last year
- 我的多因子模型、量化投资沙盒☆143Updated last year
- 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☆121Updated 4 years ago
- 金融量化数据库构建☆72Updated last year
- 中国人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。☆214Updated 10 months ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆138Updated 4 years ago
- QTA2020内培 github存档☆44Updated 3 years ago
- 因子构建、单因子测试☆70Updated 3 years ago
- 多因子策略回测框架☆32Updated 5 years ago
- 2018华泰证券暑期实习项目——利用深度学习为结构化产品定价的探索☆25Updated 6 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 6 years ago
- 量化投资学习过程中的开源内容☆51Updated 2 years ago
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- [iewoai]量化投资学习,多因子、三因子、五因子、索罗斯投资策略☆56Updated 4 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- Backtrader量化策略研报复现☆27Updated 2 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆102Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆77Updated 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☆44Updated 2 years ago
- Machine Learning-Driven Quantamental Investing☆126Updated 4 years ago