Equity return and characteristics of China A-Share market
☆30Dec 21, 2023Updated 2 years ago
Alternatives and similar repositories for ChinaAShareEquityCharacteristics
Users that are interested in ChinaAShareEquityCharacteristics are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Calculate U.S. equity (portfolio) characteristics☆109Aug 9, 2024Updated last year
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- 金融工程学习路线☆19Mar 26, 2022Updated 4 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆366Jan 8, 2026Updated 3 months ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- 金融量化数据库构建☆93Feb 10, 2024Updated 2 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- 计算Barra因子及其收益率☆13Apr 8, 2022Updated 4 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很 难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆23Mar 20, 2024Updated 2 years ago
- Shenzhen Winter Camp 2018☆28Feb 2, 2018Updated 8 years ago
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆67Feb 8, 2024Updated 2 years ago
- ORC wing model calibrator and simulator.☆15Jun 16, 2024Updated last year
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆14Dec 13, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- ☆53Oct 20, 2025Updated 5 months ago
- CCF-CSP认证历年真题训练☆14Jun 20, 2018Updated 7 years ago
- The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…☆24Jan 26, 2025Updated last year
- Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net☆10Nov 9, 2024Updated last year
- ☆13Dec 7, 2025Updated 4 months ago
- ☆41Feb 10, 2021Updated 5 years ago
- My Personal Site☆12May 15, 2023Updated 2 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- LaTeX Thesis Template for Southwestern University of Finance and Economics☆12Apr 25, 2024Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Modeling of intraday volatility and volume in financial markets☆17May 29, 2023Updated 2 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 3 years ago
- ☆30Aug 5, 2023Updated 2 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆21Oct 29, 2019Updated 6 years ago
- ☆17Updated this week
- R Package for Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes☆15Dec 6, 2022Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- 对外经济贸易大学计量经济学笔记☆28Jun 11, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆44Jan 26, 2023Updated 3 years ago
- Code for Flexible Model Aggregation for Quantile Regression☆18Aug 12, 2022Updated 3 years ago
- 基于Solidity语言的，适用于供应链金融场景的智能合约示例☆24Aug 9, 2017Updated 8 years ago
- Tweet sentiment analysis using various deep learning algorithms ranging from MLP, CNN, RNN to Transformers☆16Feb 6, 2021Updated 5 years ago
- Datasets of commonly used control variables. By Shutter Zor☆26Dec 31, 2024Updated last year
- Replication of seminal IO papers☆18Jul 31, 2014Updated 11 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago