LukeZerg / AssetAllocationLinks
资产配置,BL模型和风险平价模型
☆18Updated 8 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 and Factors Model on multi asseet management☆23Updated 4 years ago
- Risk_Parity strategy 风险平价☆31Updated 5 years ago
- 资产配置方案项目☆32Updated 5 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 5 years ago
- Machine Learning-Driven Quantamental Investing☆141Updated 5 years ago
- Q-quant和因子投资实证汇总☆23Updated 4 years ago
- 大类资产配置☆11Updated 4 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆31Updated 4 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆29Updated 3 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆12Updated 2 years ago
- 量化研究-多因子模型☆23Updated 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☆43Updated 2 years ago
- Dynamic adjusted BL portfolio based on GARCH model☆10Updated 7 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…☆34Updated 4 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Updated 8 years ago
- 量化FOF框架☆13Updated 6 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆47Updated 5 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆40Updated 3 years ago
- 基于QFactor模型的A股实证研究☆20Updated 6 years ago
- 多因子模型相关☆23Updated 4 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆45Updated 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…☆76Updated 5 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆21Updated 6 years ago
- 利用Wind API更新周频与月频因子☆12Updated 6 years ago
- 波动率指数的计算,修改自https://github.com/Alexdachen/ivix☆19Updated 6 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 3 years ago
- Robo Advisor with Black-Litterman☆42Updated 4 years ago
- 获取经典的量化多因子模型数据☆91Updated 4 years ago
- DCC GARCH modeling in Python☆102Updated 6 years ago