Quantactix / ChinaAShareEquityCharacteristicsLinks
Equity return and characteristics of China A-Share market
☆20Updated last year
Alternatives and similar repositories for ChinaAShareEquityCharacteristics
Users that are interested in ChinaAShareEquityCharacteristics are comparing it to the libraries listed below
Sorting:
- empirical asset pricing☆47Updated last year
- 量化研究-多因子模型☆21Updated 2 years ago
- Machine learning methods for identifing investment factors☆25Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆95Updated last year
- ☆73Updated 2 years ago
- Imputing missing stock anomalies data with EM implementation☆13Updated last year
- Empirical asset pricing via Machine Learning in the Korean market☆39Updated last year
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆20Updated 5 years ago
- BSc Thesis on the Garch-Midas model☆28Updated 3 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆135Updated 4 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆96Updated last week
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 5 years ago
- Machine Learning-Driven Quantamental Investing☆134Updated 5 years ago
- Q-quant和因子投资实证汇总☆22Updated 4 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Instrumented Principal Components Analysis☆232Updated 3 years ago
- Empirical Data and Some Simulation Codes☆103Updated 6 years ago
- 计算Barra因子及其收益率☆11Updated 3 years ago
- This repository hosts my reading notes for academic papers.☆88Updated 4 years ago
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago
- DCC GARCH modeling in Python☆96Updated 5 years ago
- convertible bond pricing project based on Monte Carlo simulation☆13Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- ☆28Updated last year
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated last year
- Implementation of 5-factor Fama French Model☆129Updated 4 years ago
- Quant_Strategy☆26Updated 2 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 3 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆16Updated 5 months ago