LUS8806 / csf-factors
☆13Updated 8 years ago
Alternatives and similar repositories for csf-factors:
Users that are interested in csf-factors are comparing it to the libraries listed below
- The source code for the paper☆21Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- ☆20Updated 4 years ago
- 多因子模型相关☆21Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆102Updated 11 months ago
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- Just another backtester☆20Updated 4 months ago
- 波动率指数的计算,修改自https://github.com/Alexdachen/ivix☆15Updated 6 years ago
- 众人的因子回测框架 stock factor test☆26Updated this week
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- 券商金工研报复现☆12Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆94Updated 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
- 一些研报的复现☆12Updated 6 years ago
- ☆15Updated 3 years ago
- 获取经典的量化多因子模型数据☆76Updated 3 years ago
- python quant☆45Updated last year
- Backtrader量化策略研报复现☆28Updated 3 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
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- 沪深300指数增强模型☆81Updated 5 years ago
- 基于streamlit的因子分析app☆64Updated last month
- 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
- High Frequency Trading☆107Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- stock☆87Updated 3 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago