资产配置,BL模型和风险平价模型
☆18Jan 16, 2018Updated 8 years ago
Alternatives and similar repositories for AssetAllocation
Users that are interested in AssetAllocation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 大类资产配置☆12Jun 3, 2021Updated 5 years ago
- 区块链量化交易平台 火币量化交易平台 数字货币量化交易平台☆12Dec 5, 2021Updated 4 years ago
- Deep Learning using Neural Network Toolbox + Finance Portfolio Selection with MorningStar☆10May 5, 2018Updated 8 years ago
- Quant method for quant trade on JoinQuant☆11Mar 12, 2018Updated 8 years ago
- 多因子策略回测框架☆33Oct 16, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 本项目为深度学习在多因子量化选股中的一种实践☆117Mar 19, 2019Updated 7 years ago
- Barra Multifactor Model☆171Mar 18, 2020Updated 6 years ago
- open-source library for quantum algorithms (simulation, optimization, machine learning)☆22Feb 6, 2025Updated last year
- 定义了计算指数相关评价指标的类,包括夏普比、年化收益、卡玛比例、夏普比率、索提诺比率、最大回撤、下行波动率、偏度、斜度等11个指标,并计算出各指数60日的年化上述指标,同时又采用多进程的方法进行了改进。☆14Jan 15, 2021Updated 5 years ago
- 大数据/机器学习可视化分析平台☆11Dec 11, 2019Updated 6 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆18Oct 16, 2019Updated 7 years ago
- 获取经典的量化多因子模型数据☆101Oct 13, 2021Updated 5 years ago
- Semi-automated investing strategy (risk parity)☆28Oct 27, 2016Updated 10 years ago
- 参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性),以及单个债券及组合 VaR☆20May 10, 2017Updated 9 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 5 years ago
- ☆14Feb 25, 2020Updated 6 years ago
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆23Jan 7, 2020Updated 6 years ago
- Design of Risk Parity Portfolios☆122Nov 15, 2022Updated 3 years ago
- 一些研报的复现☆14Sep 11, 2018Updated 8 years ago
- In this project, we have used MATLAB as well as Simulink modeling to design an autopilot that controls the pitch of an aircraft.☆12Jan 11, 2019Updated 7 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆23Sep 20, 2023Updated 3 years ago
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 6 years ago
- Dapper implementation for Dubbo(for learning only)☆16Jun 25, 2017Updated 9 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- MBD FOC control using a SMO observer based on microchip model.☆11Apr 28, 2023Updated 3 years ago
- CVXPY Portfolio Optimization Sample☆45Feb 4, 2017Updated 9 years ago
- 西安财经大学课程攻略共享计划,分享西安财经大学的相关资料☆17Mar 13, 2023Updated 3 years ago
- A simple MATLAB/SIMULINK Based Li-ion Battery pack model☆11Jun 18, 2021Updated 5 years ago
- Gradually build up a life-cycle model☆23Oct 2, 2026Updated 3 weeks ago
- State flow control algorithm and Model based Development, Code Generation of Adaptive Cruise Control system using Matlab & Simulink.☆10Apr 4, 2023Updated 3 years ago
- Scene Understanding in autonomous driving by sensor fusion. Detected vehicles and 3D objects from LiDAR sensor range images by building …☆11Apr 15, 2023Updated 3 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆220Sep 27, 2019Updated 7 years ago
- Sensorless control of an SPMSM motor using a first-order sliding mode observer established in dq-reference frame instead of afabeta-refer…☆12Apr 5, 2022Updated 4 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆15Mar 27, 2021Updated 5 years ago
- books and code☆11Jun 11, 2021Updated 5 years ago
- A framework for historical volatility estimation and analysis.☆36Jun 14, 2020Updated 6 years ago
- Steer-by-Wire, Adaptive Cruise Control (ACC) and Auto-steering controller design using NXP microcontroller☆11Jul 28, 2019Updated 7 years ago
- Hybrid Car Model MATLAB Simulink Simscape☆16Jul 27, 2023Updated 3 years ago
- A High-Frequency Market-Making bot for CoinCheck.jp☆10Oct 30, 2017Updated 9 years ago
- Volatility trading☆21Sep 26, 2026Updated last month