Peimou / barra-risk-modelLinks
a python module and user interface of a user-defined Barra risk model
☆11Updated 6 years ago
Alternatives and similar repositories for barra-risk-model
Users that are interested in barra-risk-model are comparing it to the libraries listed below
Sorting:
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- ☆14Updated 5 years ago
- ☆15Updated 3 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 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☆27Updated 6 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
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆40Updated 7 years ago
- QTA2020内培 github存档☆45Updated 4 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆44Updated 5 years ago
- 资产配置方案项目☆31Updated 4 years ago
- 把回测从vnpy抽出来,换成py3.5的,把wind的数据写进mongodb,数据结构参考vnpy的,增加遗传算法对策略的回测☆39Updated 7 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆78Updated 7 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…☆65Updated 4 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- 量化FOF框架☆13Updated 6 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- qlib数据层backend支持pgsql数据库☆12Updated last year
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆125Updated 5 years ago
- 沪深300指数增强模型☆84Updated 5 years ago
- tick价差套利(参考vnpy网友资料、vnpy论 坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆52Updated 7 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 基于QFactor模型的A股实证研究☆19Updated 5 years ago
- 基金估值表,深度分析☆33Updated 4 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- 多因子模型相关☆22Updated 4 years ago
- 一些研报的复现☆13Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago