PanyuLi / Asset-Allocation
大类资产配置
☆10Updated 3 years ago
Alternatives and similar repositories for Asset-Allocation:
Users that are interested in Asset-Allocation are comparing it to the libraries listed below
- 基于QFactor模型的A股实证研究☆17Updated 5 years ago
- Risk Parity and Factors Model on multi asseet management☆21Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 量化FOF框架☆13Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Updated 7 years ago
- ☆12Updated 5 years ago
- 资产配置,BL模型和风险平价模型☆18Updated 7 years ago
- 一些研报的复现☆12Updated 6 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆10Updated 6 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated this week
- ☆15Updated 3 years ago
- ☆23Updated last year
- 资产配置方案项目☆29Updated 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
- ☆11Updated 4 years ago
- Elements of Financial Risk Management in Python☆12Updated 4 years ago
- Semi-automated investing strategy (risk parity)☆27Updated 8 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 4 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Updated 3 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆26Updated 6 years ago
- Risk_Parity strategy 风险平价☆23Updated 4 years ago
- The asymptotic normal distribution properties☆15Updated 7 years ago
- 量化研究-多因子模型☆19Updated last year
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 4 years ago
- a python module and user interface of a user-defined Barra risk model☆11Updated 5 years ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆25Updated 3 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆13Updated 4 years ago
- 多因子打分选股☆13Updated 3 years ago