Alternatives and similar repositories for HS300_index_enhance:

Users that are interested in HS300_index_enhance are comparing it to the libraries listed below

• 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
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 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…
  ☆64Updated 4 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 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
  ☆44Updated 5 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆94Updated 4 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
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆81Updated 5 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
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆75Updated 3 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆111Updated 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
• coamo2 / Barra
  Barra Multifactor Model
  ☆142Updated 5 years ago
• jiangtiantu / factorhub
  ☆192Updated 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。
  ☆122Updated last year
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆64Updated 3 weeks ago
• Scorpi000 / QuantStudio
  ☆141Updated last week
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆53Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆110Updated last year
• xcycharles / stock
  stock
  ☆87Updated 3 years ago
• 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
  ☆46Updated 3 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆25Updated 2 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆28Updated 3 years ago
• wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191
  ☆108Updated 5 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆164Updated 6 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆80Updated 2 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆76Updated 7 years ago
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆130Updated 6 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆49Updated last year