Alternatives and similar repositories for Barra_CNE6

Users that are interested in Barra_CNE6 are comparing it to the libraries listed below

• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆165Updated 6 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆143Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆115Updated last year
• phonegapX / alphasickle
  多因子指数增强策略/多因子全流程实现
  ☆321Updated last year
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆183Updated 2 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆140Updated 8 years ago
• jiangtiantu / factorhub
  ☆194Updated 4 years ago
• popbo / alphas
  alpha101, alpha191, alphalens, backtrader, 量化研究
  ☆316Updated 2 years ago
• QuantNi / Quant-Report
  ☆161Updated last year
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆207Updated 4 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。
  ☆125Updated last year
• QuantWorld2022 / qlib_tutorial
  ☆178Updated last year
• 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
  ☆92Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆81Updated 5 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆117Updated 3 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。
  ☆142Updated last year
• 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
  ☆60Updated last year
• Scorpi000 / QuantStudio
  ☆144Updated last month
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆122Updated 5 years ago
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆182Updated 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…
  ☆65Updated 4 years ago
• QuantML-Com / QuantML
  量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码
  ☆31Updated 2 months ago
• JoshuaQYH / TIDIBEI
  基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM
  ☆207Updated 5 years ago
• JoinQuant / jqfactor_analyzer
  聚宽单因子分析工具
  ☆550Updated 4 months ago
• DulyHao / AlphaForge
  Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
  ☆225Updated 9 months ago
• piginzoo / mfm_learner
  我的多因子模型、量化投资沙盒
  ☆164Updated 2 years ago
• wukan1986 / ta_cn
  中国版技术指标
  ☆170Updated last year
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆64Updated 7 years ago
• Congyuwang / AlphaNetV3
  Recurrent Neural Network for predicting Stock Returns
  ☆120Updated 3 years ago