Jensenberg / volatility-and-optionLinks
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
☆123Updated 4 years ago
Alternatives and similar repositories for volatility-and-option
Users that are interested in volatility-and-option are comparing it to the libraries listed below
Sorting:
- 沪深300指数增强模型☆82Updated 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…☆64Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Barra-Multiple-factor-risk-model☆139Updated 8 years ago
- 期权隐含波动率/历史波动率☆190Updated 2 years ago
- Provide risk forecasts by Barra China Equity Model☆164Updated 6 years ago
- 获取经典的量化多因子模型数据☆79Updated 3 years ago
- 基于streamlit的因子分析app☆68Updated last month
- Barra Multifactor Model☆144Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 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
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- 中国波指的计算☆139Updated 6 years ago
- ☆194Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 多因子模型相关☆22Updated 3 years ago
- CTA_Strategies☆41Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆121Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- stock☆89Updated 3 years ago
- ☆143Updated last month
- Just another backtester☆20Updated 5 months 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 7 years ago
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆44Updated 2 years ago
- 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☆41Updated last year
- 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…☆142Updated 5 years ago