Peimou / barra-risk-model
a python module and user interface of a user-defined Barra risk model
☆11Updated 5 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
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 利用Wind API更新周频与月频因子☆11Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 5 years ago
- ☆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
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 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。☆21Updated 7 years ago
- ☆13Updated 5 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。☆39Updated 6 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…☆64Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 中国的Quant相关资源索引☆9Updated 5 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
- 量化FOF框架☆13Updated 6 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆76Updated 7 years ago
- 多因子模型相关☆21Updated 3 years ago
- 沪深300指数增强模型☆81Updated 5 years ago
- Alpha研究平台☆19Updated 3 years ago
- Just another backtester☆20Updated 4 months 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
- ☆20Updated 4 years ago
- The source code for the paper☆21Updated last year
- 一些研报的复现☆12Updated 6 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆15Updated 6 years ago
- qlib数据层backend支持pgsql数据库☆12Updated last year
- 提取金融相关领域研究报告的主要结论(key idea)☆59Updated 6 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- [iewoai]量化投资学习,多因子、三因子、五因子、索罗斯投资策略☆58Updated 5 years ago