Alternatives and similar repositories for AssetAllocation

Users that are interested in AssetAllocation are comparing it to the libraries listed below

• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆22Updated 4 years ago
• coremetro / Risk_Parity
  Risk_Parity strategy 风险平价
  ☆30Updated 5 years ago
• JennyCCDD / Strategic_Asset_Allocation_
  This is a program for strategic asset allocation research for negative investment FOF.
  ☆14Updated 5 years ago
• hongrubaiding / fundPortfolio
  资产配置方案项目
  ☆32Updated 4 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆54Updated 6 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
  ☆42Updated 2 years ago
• coolgan / Quantitative-Finance
  Q-quant和因子投资实证汇总
  ☆22Updated 4 years ago
• Silkdust / mlfactor-python
  Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust
  ☆12Updated last year
• ShenJimei / QTC2019
  This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …
  ☆46Updated 5 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆13Updated 6 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆139Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 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
  ☆126Updated 5 years ago
• cheng-zi-ya / Firm-Characteristics-and-Chinese-Stock-Market
  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…
  ☆33Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 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…
  ☆69Updated 4 years ago
• henryguoziheng / Value-at-Risk-Calculator
  This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.
  ☆18Updated 7 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆12Updated 6 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 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
  ☆46Updated 5 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆88Updated 4 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆145Updated 8 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆21Updated 2 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆84Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆72Updated 4 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆36Updated 5 years ago
• AxiomOfChoice-sys / FactorAnalysis
  多因子策略回测框架
  ☆33Updated 6 years ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆31Updated 4 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago
• hongrubaiding / QFactorModel
  基于QFactor模型的A股实证研究
  ☆19Updated 6 years ago