Spark3122 / multifactorLinks
a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标,用多因子模型给股票“打分”诊断
☆28Updated 6 years ago
Alternatives and similar repositories for multifactor
Users that are interested in multifactor are comparing it to the libraries listed below
Sorting:
- 多因子策略回测框架☆33Updated 6 years ago
- Backtrader量化策略研报复现☆33Updated 3 years ago
- 基金估值表,深度分析☆36Updated 5 years ago
- 获取经典的量化多因子模型数据☆92Updated 4 years ago
- [iewoai]量化投资学习,多因子、三因子、五因子、索罗斯投资策略☆68Updated 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☆50Updated 3 years ago
- 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☆42Updated 2 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆80Updated 7 years ago
- 量化开发 多因子选股模型☆140Updated 7 years ago
- 量化研究-多因子模型☆22Updated 2 years ago
- 多因子模型相关☆23Updated 4 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- 行业轮动(股票),基于沪深300的行业指数的行业轮动策略☆17Updated 7 years ago
- 因子构建、单因子测试☆73Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 5 years ago
- 自动化Tushare数据获取和MySQL储存☆64Updated 3 years ago
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆49Updated 2 years ago
- 量化FOF框架☆13Updated 6 years ago
- ☆52Updated 2 years ago
- 资产配置方案项目☆32Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 3 years ago
- 沪深300指数增强模型☆88Updated 6 years ago
- 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…☆152Updated 5 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆111Updated 6 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆52Updated 7 years ago
- CTA_Strategies☆48Updated 8 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。☆21Updated last year
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated 2 weeks ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆221Updated 3 years ago
- Risk_Parity strategy 风险平价☆31Updated 5 years ago