Alternatives and similar repositories for Brinson-Attribution:

Users that are interested in Brinson-Attribution are comparing it to the libraries listed below

• 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…
  ☆58Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆77Updated 5 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆163Updated 6 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆132Updated 7 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
• coamo2 / Barra
  Barra Multifactor Model
  ☆137Updated 4 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆269Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆70Updated 3 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
  ☆39Updated last year
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆49Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆102Updated last year
• 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
• Scorpi000 / QuantStudio
  ☆141Updated 2 months 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
  ☆88Updated 5 years ago
• jiangtiantu / factorhub
  ☆192Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• quantasset / factorset
  factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。
  ☆39Updated 6 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆66Updated 3 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆102Updated 3 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
  ☆121Updated 4 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 5 years ago
• xcycharles / stock
  stock
  ☆84Updated 3 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…
  ☆138Updated 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。
  ☆111Updated last year
• FinHackCN / xlib
  一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
  ☆44Updated 2 years ago
• Ckend / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆29Updated 3 years ago
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆129Updated 6 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆55Updated 11 months ago
• dkl0707 / QuantDatabase
  金融量化数据库构建
  ☆72Updated last year
• sysuxuhr / Brinson-Model-mutiple
  A multiple period Brinson Model written in Python
  ☆19Updated 6 years ago