Scorpi000 / QuantStudioLinks
☆150Updated 7 months ago
Alternatives and similar repositories for QuantStudio
Users that are interested in QuantStudio are comparing it to the libraries listed below
Sorting:
- codegen from expression to others, such as polars, pandas☆140Updated 2 weeks ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- 沪深300指数增强模型☆88Updated 6 years ago
- Barra Multifactor Model☆155Updated 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…☆71Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆68Updated 7 years ago
- Provide risk forecasts by Barra China Equity Model☆170Updated 7 years ago
- alpha投研示例☆86Updated 2 months ago
- Barra-Multiple-factor-risk-model☆145Updated 8 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- ☆210Updated 5 years ago
- 基于streamlit的因子分析app☆86Updated 7 months ago
- stock☆95Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- ☆115Updated 6 years ago
- 中国版技术指标☆183Updated last year
- 以wind为数据源的基金单期brinson业绩归因☆84Updated 5 years ago
- 因子构建、单因子测试☆73Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 5 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆205Updated 2 years ago
- ☆38Updated 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☆126Updated 5 years ago
- factor performance visualization☆44Updated last month
- Barra CNE6 因子构建☆336Updated 5 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。☆140Updated last year
- Recurrent Neural Network for predicting Stock Returns☆124Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago