Alternatives and similar repositories for Barra_CNE6:

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

• coamo2 / Barra
  Barra Multifactor Model
  ☆139Updated 5 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆162Updated 6 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆109Updated last year
• phonegapX / alphasickle
  多因子指数增强策略/多因子全流程实现
  ☆302Updated last year
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆173Updated last year
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆136Updated 7 years ago
• QuantNi / Quant-Report
  ☆146Updated last year
• 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。
  ☆119Updated last year
• 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。
  ☆134Updated last year
• QuantWorld2022 / qlib_tutorial
  ☆168Updated 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
  ☆91Updated 5 years ago
• popbo / alphas
  alpha101, alpha191, alphalens, backtrader, 量化研究
  ☆265Updated last year
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆199Updated 4 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆108Updated 3 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆79Updated 5 years ago
• jiangtiantu / factorhub
  ☆190Updated 4 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆69Updated 3 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
  ☆59Updated last year
• 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…
  ☆62Updated 4 years ago
• Scorpi000 / QuantStudio
  ☆141Updated 3 months ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆121Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 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
  ☆40Updated last year
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆78Updated 5 years ago
• wukan1986 / ta_cn
  中国版技术指标
  ☆164Updated last year
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆163Updated 2 years 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
  ☆196Updated 4 years ago
• STHSF / alpha101
  101 alpha factors calculate based on Alpha101
  ☆118Updated 5 years ago
• Tingqin-D / basic_codes_for_quant
  ☆57Updated last year
• 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…
  ☆142Updated 4 years ago