Alternatives and similar repositories for IV-VIX-GVIX

Users that are interested in IV-VIX-GVIX are comparing it to the libraries listed below

• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆18Updated 2 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆72Updated 4 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆348Updated 6 years ago
• jrothschild33 / Black-Litterman-Model
  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…
  ☆152Updated 5 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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。
  ☆144Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆141Updated 2 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆160Updated 5 years ago
• Tingqin-D / basic_codes_for_quant
  ☆59Updated 2 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆70Updated 2 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  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
  ☆43Updated 2 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆94Updated 6 years ago
• Alexdachen / ivix
  中国波指的计算
  ☆149Updated 7 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆72Updated 8 years ago
• Jensenberg / volatility-and-option
  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
  ☆125Updated 5 years ago
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆230Updated 2 years ago
• rosie068 / BARRA_risk
  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…
  ☆76Updated 5 years ago
• ACEACEjasonhuang / gplearnplus
  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
  ☆67Updated 2 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆125Updated 4 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆174Updated 7 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆215Updated 2 years ago
• jcchao / deeplearning-for-quant
  本项目为深度学习在多因子量化选股中的一种实践
  ☆110Updated 6 years ago
• dayzorro / GPLearnFinance3D
  对GPLearn完成了三维改造，并且增加了IC,IR,RankIC等指标，增加了样本内样本外的数据保存，增加了基于IC追踪所有generation中符合要求的因子并保存的功能。
  ☆155Updated 2 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆88Updated 2 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆142Updated 5 years ago
• linbirg / qt
  python quant
  ☆48Updated 2 years ago
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆13Updated 3 years ago
• QuantNi / Quant-Report
  ☆196Updated 2 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆37Updated 2 years ago
• sfl666 / option_tools
  期权隐含波动率/历史波动率
  ☆196Updated 3 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 6 years ago