Alternatives and similar repositories for stochastic-calculus

Users that are interested in stochastic-calculus are comparing it to the libraries listed below

• Tingqin-D / basic_codes_for_quant
  ☆58Updated last year
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆20Updated 3 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆12Updated last year
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆88Updated 10 months ago
• CUHK-SZ-quant / Awesome-MFE
  Application guide for top MFE programs
  ☆77Updated last year
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
  RFS2020年论文Emperical asset pricing via machine learning复现
  ☆24Updated 3 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆35Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆111Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 8 months ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆19Updated last year
• harrodyuan / FACTOR_TRAINING_CHI
  Code and Data for Harold's Quant Channel Factor Training Series 哈罗德的量化频道 --- 因子实战系列全部 数据+代码文件
  ☆63Updated 10 months ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆124Updated last year
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆39Updated last year
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆71Updated 2 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• xueyongtu / ML-AC
  ☆28Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆50Updated last year
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆17Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• syesww / Single_Factor_Research
  我自己的单因子研究框架
  ☆26Updated last year
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆84Updated 3 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆139Updated 8 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆177Updated 2 years ago
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆173Updated 2 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆80Updated 2 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆60Updated 9 months ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆41Updated last year
• A-cyan / iVIX
  上证50ETF波动率指数
  ☆11Updated 2 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆55Updated 2 years ago