Jensenberg / multi-factor

Related projects ⓘ

Alternatives and complementary repositories for multi-factor

• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆83Updated 5 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆135Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 6 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆75Updated 5 years ago
• rosie068 / BARRA_risk
  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…
  ☆57Updated 3 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆92Updated 2 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆102Updated 10 months ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆75Updated 4 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆91Updated last year
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆54Updated 9 months ago
• jiangtiantu / factorhub
  ☆187Updated 4 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 4 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆48Updated 5 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆38Updated last year
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆160Updated 6 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆129Updated 7 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆74Updated 6 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆90Updated 4 years ago
• RicardoMYang / FactorAnalysis
  多因子策略回测框架
  ☆31Updated 5 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆250Updated 4 years ago
• Ckend / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆29Updated 3 years ago
• FinHackCN / xlib
  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
  ☆40Updated 2 years ago
• quantasset / factorset
  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。
  ☆38Updated 6 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆25Updated 2 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆120Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated last year
• Scorpi000 / QuantStudio
  ☆137Updated last week
• sabirjana / Strategies
  ☆75Updated 3 years ago
• Jensenberg / volatility-and-option
  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