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
☆121Updated 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
- 期权隐含波动率/历史波动率☆189Updated 2 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆88Updated 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…☆60Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆120Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆162Updated 6 years ago
- 中国波指的计算☆132Updated 6 years ago
- Barra-Multiple-factor-risk-model☆132Updated 7 years ago
- ☆191Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆77Updated 5 years ago
- 获取经典的量化多因子模型数据☆66Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- Python Data Analysis and Financial Calculation☆63Updated 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
- Barra Multifactor Model☆136Updated 4 years ago
- 因子构建、单因子测试☆69Updated 3 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆125Updated 5 years ago
- ☆140Updated 2 months ago
- 基于streamlit的因子分析app☆56Updated 11 months ago
- 多因子模型相关☆21Updated 3 years ago
- CTA_Strategies☆39Updated 7 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆74Updated 7 years ago
- stock☆84Updated 3 years ago
- 因子回测框架☆102Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 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☆39Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆92Updated 4 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
- It is suitable for beginners☆44Updated 4 years ago