Alternatives and similar repositories for awesome-quant:

Users that are interested in awesome-quant are comparing it to the libraries listed below

• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆76Updated 4 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆10Updated 5 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆77Updated 5 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
  ☆38Updated last year
• 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
• 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…
  ☆57Updated 4 years 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
  ☆85Updated 5 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
• RicardoMYang / FactorAnalysis
  多因子策略回测框架
  ☆32Updated 5 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆49Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆69Updated 3 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆55Updated 2 years ago
• yutiansut / QAFactor_Alpha101
  alpha101 的 quantaxis 适配版本
  ☆43Updated 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
• 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
  ☆119Updated 4 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆34Updated 2 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆137Updated 4 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆26Updated 2 years 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
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated 2 years ago
• hongrubaiding / fundPortfolio
  资产配置方案项目
  ☆28Updated 4 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆99Updated 3 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆64Updated 3 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆132Updated 7 years ago
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆21Updated 6 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
  ☆75Updated 6 years ago
• ququcai / volatility_smile
  计算上证50ETF期权隐含波动率并验证波动率微笑
  ☆32Updated 6 years ago