Equity return and characteristics of China A-Share market
☆33Dec 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☆114Aug 9, 2024Updated 2 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 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 4 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- Replicate Barra CNE5 multi-factor model and conduct portfolio risk analysis☆22Jun 17, 2025Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆377May 29, 2026Updated 4 months ago
- ☆12Jul 19, 2020Updated 6 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 3 years ago
- ☆16Sep 5, 2020Updated 6 years ago
- 金融量化数据库构建☆95Feb 10, 2024Updated 2 years ago
- Python code for Robust Identification of Investor Beliefs☆16Jan 6, 2021Updated 5 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆51Jan 26, 2023Updated 3 years ago
- ☆18Jul 22, 2021Updated 5 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Instrumented Principal Components Analysis☆266Aug 15, 2022Updated 4 years ago
- 计算Barra因子及其收益率☆13Apr 8, 2022Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- 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
- 中国波动率指数IVIX(CBOE volatility index)☆29May 25, 2021Updated 5 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
- My Personal Site☆14May 15, 2023Updated 3 years ago
- ☆14May 13, 2026Updated 5 months ago
- [WWW 2026 Accepted] GFMixer: Decoupled Temporal Gradient and Fourier-Aware Attention for Time Series Forecasting☆15Jun 22, 2026Updated 3 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆14Dec 13, 2021Updated 4 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- Computational Physics B at USTC, 2024 Fall.☆14Feb 25, 2026Updated 7 months ago
- ☆26May 4, 2021Updated 5 years ago
- Paul Söderlind's finance/econ codes☆22Oct 25, 2024Updated last year
- 西南财经大学毕业论文模板☆51Jan 1, 2023Updated 3 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
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆153Aug 17, 2025Updated last year
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 3 years ago
- ☆82Dec 22, 2022Updated 3 years ago
- ☆29Jun 23, 2026Updated 3 months ago
- LaTeX Thesis Template for Southwestern University of Finance and Economics☆12Apr 25, 2024Updated 2 years ago
- ☆41Feb 10, 2021Updated 5 years ago
- ☆29Dec 15, 2023Updated 2 years ago
- ☆17Apr 8, 2026Updated 6 months ago