LukeZerg / AssetAllocationLinks
资产配置，BL模型和风险平价模型
☆17Updated 7 years ago
Alternatives and similar repositories for AssetAllocation
Users that are interested in AssetAllocation are comparing it to the libraries listed below
Sorting:
- Risk_Parity strategy 风险平价☆29Updated 5 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- Q-quant和因子投资实证汇总☆22Updated 4 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆12Updated last year
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 5 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- 量化FOF框架☆13Updated 6 years ago
- Affine Term-Structure Models: Theory and Implementation☆13Updated 5 years ago
- 资产配置方案项目☆32Updated 4 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆21Updated 5 years ago
- 大类资产配置☆10Updated 4 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆31Updated 3 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Updated 7 years ago
- ☆15Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- Using Python and Tushare financial database☆29Updated last year
- create all-weather risk parity weights and back-test☆32Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 3 years ago
- Robo Advisor with Black-Litterman☆41Updated 4 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆26Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆46Updated 5 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆12Updated 2 years ago
- Machine Learning-Driven Quantamental Investing☆139Updated 5 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆23Updated 7 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☆42Updated 2 years ago
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- 多因子模型相关☆22Updated 4 years ago