HuYmoon / quantization
量化投资单因子分析
☆20Updated 5 years ago
Alternatives and similar repositories for quantization:
Users that are interested in quantization are comparing it to the libraries listed below
- 获取经典的量化多因子模型数据☆71Updated 3 years ago
- 在聚宽(joinquant)平台上使用多因子策略进行量化投资模拟。☆33Updated 4 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☆57Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- 沪深300指数增强模型☆78Updated 5 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆39Updated 6 years ago
- 多因子模型相关☆21Updated 3 years ago
- CTA_Strategies☆39Updated 7 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 4 years ago
- VeighNa框架的期权波动率交易模块☆37Updated last month
- ☆20Updated 4 years ago
- lightweight backtester☆28Updated 2 months ago
- Backtrader量化策略研报复现☆27Updated 3 years ago
- 量化开发 多因子选股模型☆129Updated 6 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆76Updated 7 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆43Updated 5 years ago
- QIFI协议下的Account实现☆27Updated 3 years ago
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆31Updated 6 years ago
- 一套基于SVM与现代投资组合理论的量化框架☆29Updated 4 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 5 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…☆62Updated 4 years ago
- 基于streamlit的因子分析app☆58Updated last year
- 以wind为数据源的基金单期brinson业绩归因☆79Updated 5 years ago
- 多因子策略回测框架☆32Updated 5 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☆121Updated 4 years ago
- 自动化Tushare数据获取和MySQL储存☆60Updated 2 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。☆21Updated 6 years ago
- 量化交易策略-多行业协整配对交易策略☆26Updated 7 years ago
- implement worldquant 101 alpha for stock alpha strategy☆14Updated 4 years ago