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 7 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
- 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
- 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…☆66Updated 4 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
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago
- 多因子模型相关☆22Updated 4 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
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- 资产配置方案项目☆31Updated 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
- 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☆126Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Risk estimation algorithms☆30Updated 7 years ago
- 多因子选股框架☆24Updated 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☆41Updated 7 years ago
- 沪深300指数增强模型☆86Updated 5 years ago
- 一些研报的复现☆13Updated 6 years ago
- QTA2020内培 github存档☆45Updated 4 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
- Just another backtester☆21Updated 7 months ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- 中国的Quant相关资源索引☆9Updated 6 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
- 量化开发 多因子选股模型☆136Updated 6 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
- CTA_Strategies☆44Updated 8 years ago