LukeZerg / AssetAllocation
资产配置,BL模型和风险平价模型
☆18Updated 6 years ago
Related projects: ⓘ
- This is a program for strategic asset allocation research for negative investment FOF.☆12Updated 4 years ago
- Risk_Parity strategy 风险平价☆21Updated 4 years ago
- Risk Parity and Factors Model on multi asseet management☆17Updated 3 years ago
- ☆15Updated 3 years ago
- 多因子模型相关☆22Updated 3 years ago
- 量化研究-多因子模型☆17Updated last year
- 一些研报的复现☆11Updated 6 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆15Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 基于机器学习的多因子研究框架☆12Updated 4 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆41Updated 4 years ago
- my first factor-stock-selecting backtest function☆18Updated 4 years ago
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆30Updated 3 years ago
- 获取经典的量化多因子模型数据☆59Updated 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☆38Updated last year
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆16Updated 2 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆13Updated 5 years ago
- 资产配置方案项目☆27Updated 3 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆12Updated 5 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆25Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- Q-quant和因子投资实证汇总☆19Updated 3 years ago
- 多因子策略回测框架☆31Updated 4 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。☆19Updated 6 years ago
- Quant_Strategy☆24Updated last year
- ☆20Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆31Updated 2 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆70Updated 6 years ago
- 多因子选股框架☆19Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆62Updated 6 years ago