ShiliangZhang-nku / factor_update
利用Wind API更新周频与月频因子
☆10Updated 5 years ago
Alternatives and similar repositories for factor_update:
Users that are interested in factor_update are comparing it to the libraries listed below
- 量化研究-多因子模型☆19Updated last year
- 多因子模型相关☆22Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 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
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- 一些研报的复现☆12Updated 6 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- 多因子选股框架☆21Updated 4 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆13Updated 5 years ago
- 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
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Backtrader量化策略研报复现☆27Updated 2 years ago
- 资产配置方案项目☆29Updated 4 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆31Updated 2 years ago
- The source code for the paper☆19Updated last year
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- ☆15Updated 3 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆18Updated 10 months ago
- PairsTrading base on R or python☆11Updated this week
- 基于聚宽平台，探索分钟级的高频交易☆33Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 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
- 以wind为数据源的基金单期brinson 业绩归因☆77Updated 5 years ago
- 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☆20Updated last year
- Risk Parity and Factors Model on multi asseet management☆21Updated 3 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆75Updated 7 years ago
- 量化FOF框架☆12Updated 5 years ago
- 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
- ☆20Updated 3 years ago