Alternatives and similar repositories for ChinaAShareEquityCharacteristics

Users that are interested in ChinaAShareEquityCharacteristics are comparing it to the libraries listed below

• whyecofiliter / EAP
  empirical asset pricing
  ☆47Updated 2 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆14Updated last year
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆98Updated last year
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆21Updated 2 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆75Updated 2 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆128Updated 2 months ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆41Updated last year
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆12Updated 3 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆64Updated last month
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆140Updated 4 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆18Updated last year
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆14Updated last month
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆139Updated 5 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆30Updated 2 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆48Updated 5 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆38Updated 3 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆26Updated 2 years ago
• coolgan / Quantitative-Finance
  Q-quant和因子投资实证汇总
  ☆22Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆67Updated 3 years ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆97Updated 5 years ago
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆32Updated 3 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆48Updated last year
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated 2 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆240Updated 3 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆27Updated 3 years ago
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆27Updated 3 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆134Updated 4 years ago