PanyuLi / Asset-AllocationLinks
大类资产配置
☆10Updated 4 years ago
Alternatives and similar repositories for Asset-Allocation
Users that are interested in Asset-Allocation are comparing it to the libraries listed below
Sorting:
- 基于QFactor模型的A股实证研究☆19Updated 5 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆12Updated 2 years ago
- Multi-Factor model with regression method☆9Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Updated 7 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- ☆15Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- Elements of Financial Risk Management in Python☆12Updated 4 years ago
- ☆14Updated 5 years ago
- Q-quant和因子投资实证汇总☆20Updated 3 years ago
- Some code related to the VaR matheology.☆9Updated 7 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 4 years ago
- The asymptotic normal distribution properties☆15Updated 7 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆21Updated 7 years ago
- 多因子选股框架☆23Updated 4 years ago
- 多因子打分选股☆13Updated 3 years ago
- 资产配置,BL模型和风险平价模型☆18Updated 7 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Updated 4 years ago
- 资产配置方案项目☆31Updated 4 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Updated 5 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆15Updated 4 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆25Updated 7 years ago
- Code and documents from Econ 690 at Duke☆9Updated 3 years ago
- 量化研究-多因子模型☆21Updated last year
- Alpha研究平台☆20Updated 3 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。☆23Updated 7 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago