Alternatives and similar repositories for Brinson-Attribution

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

• sysuxuhr / Brinson-Model-mutiple

  View on GitHub
  A multiple period Brinson Model written in Python
  ☆20May 5, 2018Updated 7 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model

  View on GitHub
  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
  ☆43Sep 16, 2023Updated 2 years ago
• ShiliangZhang-nku / Barra_CNE6

  View on GitHub
  Barra CNE6 因子构建
  ☆348Jan 20, 2020Updated 6 years ago
• ShiliangZhang-nku / factor_update

  View on GitHub
  利用Wind API更新周频与月频因子
  ☆12Sep 3, 2019Updated 6 years ago
• ShiliangZhang-nku / HS300_index_enhance

  View on GitHub
  沪深300指数增强模型
  ☆89Sep 3, 2019Updated 6 years ago
• hongrubaiding / EstimateValueData

  View on GitHub
  基金估值表，深度分析
  ☆36Nov 18, 2020Updated 5 years ago
• YTZzzzz / Barra_CNE5

  View on GitHub
  Provide risk forecasts by Barra China Equity Model
  ☆174Aug 21, 2018Updated 7 years ago
• Davidyfxu / CPPI-TIPP

  View on GitHub
  The quantitative investing strategies called 'TIPP' and 'CPPI'
  ☆11Nov 8, 2020Updated 5 years ago
• xcycharles / stock

  View on GitHub
  stock
  ☆97Aug 4, 2021Updated 4 years ago
• changshun / Barra-Model

  View on GitHub
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆72Dec 20, 2017Updated 8 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model

  View on GitHub
  Barra-Multiple-factor-risk-model
  ☆149Apr 7, 2017Updated 8 years ago
• hanson-young / qlib-pg-ext

  View on GitHub
  qlib数据层backend支持pgsql数据库
  ☆15Jan 3, 2024Updated 2 years ago
• ctpbee / ctpbee_indicator

  View on GitHub
  ctpbee里面实现的指标库, 能让你快速实现指标的计算和拿到值
  ☆15Aug 31, 2020Updated 5 years ago
• srjrzd / SRTP

  View on GitHub
  用SVM构建高频交易策略
  ☆13Oct 21, 2019Updated 6 years ago
• hugo2046 / GetAstockFactors

  View on GitHub
  获取经典的量化多因子模型数据
  ☆92Oct 13, 2021Updated 4 years ago
• iewoai / Quantitative-Investment_Learning

  View on GitHub
  [iewoai]量化投资学习，多因子、三因子、五因子、索罗斯投资策略
  ☆69May 7, 2020Updated 5 years ago
• QUANTAXIS / qadataswap

  View on GitHub
  一个vibe coding的突发奇想 实现内存zerocopy的跨语言多进程交换
  ☆30Oct 1, 2025Updated 4 months ago
• pm58 / notebook

  View on GitHub
  ☆14Mar 6, 2019Updated 6 years ago
• pchaos / wanggeService

  View on GitHub
  网格交易计算服务（django）
  ☆13Mar 12, 2019Updated 6 years ago
• coamo2 / Barra

  View on GitHub
  Barra Multifactor Model
  ☆160Mar 18, 2020Updated 5 years ago
• wuboyuan / multi-factor-model

  View on GitHub
  量化研究-多因子模型
  ☆23Jul 26, 2023Updated 2 years ago
• phonegapX / alphasickle

  View on GitHub
  多因子指数增强策略/多因子全流程实现
  ☆367Mar 6, 2024Updated last year
• WIFAQuant / HS300

  View on GitHub
  沪深300指数纯因子组合构建
  ☆54Apr 11, 2019Updated 6 years ago
• algosenses / MarketHub

  View on GitHub
  CTP期货数据收集与中转程序
  ☆47Jul 4, 2018Updated 7 years ago
• rosie068 / BARRA_risk

  View on GitHub
  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…
  ☆76Dec 11, 2020Updated 5 years ago
• hongrubaiding / fundPortfolio

  View on GitHub
  资产配置方案项目
  ☆33Nov 18, 2020Updated 5 years ago
• wukan1986 / ddump

  View on GitHub
  数据转存工具
  ☆18Feb 2, 2026Updated 2 weeks ago
• PengchuanC / fund_vue3

  View on GitHub
  基金筛选系统升级
  ☆18Nov 29, 2021Updated 4 years ago
• Jensenberg / volatility-and-option

  View on GitHub
  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
  ☆125Jul 14, 2020Updated 5 years ago
• Scorpi000 / QuantStudio

  View on GitHub
  ☆150Updated this week
• JoinQuant / jqfactor_analyzer

  View on GitHub
  聚宽单因子分析工具
  ☆616Feb 20, 2025Updated 11 months ago
• saboor-ahmad / Market-index-tracking-using-Genetic-Algorithm

  View on GitHub
  Portfolio optimization and index tracking for the FTSE index using genetic algorithm
  ☆12Jan 13, 2018Updated 8 years ago
• hebpmo / mootdx

  View on GitHub
  通达信数据读取 pytdx 的一个简便使用封装
  ☆57Dec 21, 2018Updated 7 years ago
• Scorpi000 / QSDoc

  View on GitHub
  Quant Studio Document
  ☆24Feb 25, 2021Updated 4 years ago
• Taunk714 / Quant

  View on GitHub
  ☆13Feb 28, 2019Updated 6 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books

  View on GitHub
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆49Apr 9, 2020Updated 5 years ago
• jrothschild33 / Black-Litterman-Model

  View on GitHub
  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…
  ☆153May 17, 2020Updated 5 years ago
• ChannelCMT / QS

  View on GitHub
  CTA_Strategies
  ☆48Jul 4, 2017Updated 8 years ago
• MuuYesen / Stock_Trend_Finbert

  View on GitHub
  For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise
  ☆24Dec 26, 2020Updated 5 years ago