Ray-gith / IV-VIX-GVIXLinks
博客相关代码、数据
☆12Updated 3 years ago
Alternatives and similar repositories for IV-VIX-GVIX
Users that are interested in IV-VIX-GVIX are comparing it to the libraries listed below
Sorting:
- ☆58Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- convertible bond pricing project based on Monte Carlo simulation☆12Updated last year
- 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
- High frequency factors based on order and trade data.☆50Updated last year
- 多因子模型相关☆22Updated 3 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☆60Updated last year
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 因子回测框架☆112Updated last year
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- 计算Barra因子及其收益率☆11Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆64Updated 4 years ago
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- Barra Multifactor Model☆144Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 9 months ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆143Updated 5 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 9 months ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆35Updated 4 years ago
- Stock factor mining with CNN and GRU.☆59Updated 2 years ago
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 2 years ago
- 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。☆125Updated last year
- 分享量化投资相关的论文,代码和代码复现。☆80Updated 2 years ago
- Implementation of 5-factor Fama French Model☆125Updated 4 years ago
- 获取经典的量化多因子模型数据☆79Updated 3 years ago
- Provide risk forecasts by Barra China Equity Model☆164Updated 6 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆114Updated 3 years ago
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆123Updated 4 years ago