Implementation of several permutations of the popular Barra-style risk model using statsmodels.
☆10Oct 15, 2019Updated 7 years ago
Alternatives and similar repositories for demo_barra
Users that are interested in demo_barra are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implemented some mathematical processings used in the Barra risk model☆44Apr 11, 2023Updated 3 years ago
- 一些研报的复现☆14Sep 11, 2018Updated 8 years ago
- My replication of financial papers.☆21Aug 2, 2018Updated 8 years ago
- A python script to scrape predictit data and upload it to a mysql database☆10May 29, 2017Updated 9 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆12Jul 19, 2019Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- ☆20Mar 23, 2020Updated 6 years ago
- Template and autogeneration for common documents☆19Aug 7, 2023Updated 3 years ago
- PoC PredictIt auto trading bot on tweet count markets☆16Jul 12, 2017Updated 9 years ago
- StockOverflow is a financial trading application.☆11Jan 19, 2023Updated 3 years ago
- lecture notes for GU Math and Statistics 511☆19Nov 26, 2020Updated 5 years ago
- PredictIt Tracking and Analysis☆17May 12, 2019Updated 7 years ago
- A simple numpy-based genetic algorithm library for function parameter optimization.☆11Apr 7, 2016Updated 10 years ago
- A clone of Untappd where you can discover, rate and review your favorite local coffee shops.☆10Feb 7, 2021Updated 5 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Nov 5, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Portfolio optimization with cvxopt☆40Feb 8, 2026Updated 8 months ago
- A collection of numerical methods in Python. Includes root finding, interpolation, least squares, differentiation, integration, Monte Car…☆19Nov 28, 2015Updated 10 years ago
- scippyCRM is a B2B Customer Relationship Management application built with Flask.☆14Jul 17, 2018Updated 8 years ago
- Allows you to create dynamic rules related to a particular model☆14May 16, 2022Updated 4 years ago
- Communication between django services using rabbitmq message broker☆16May 3, 2022Updated 4 years ago
- A social app for homebrewers to connect and share their favorite brews☆12Apr 12, 2021Updated 5 years ago
- ☆20Jun 14, 2014Updated 12 years ago
- ☆13Jul 19, 2018Updated 8 years ago
- ☆13Oct 2, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Jan 10, 2020Updated 6 years ago
- Sparse Matrix Factorization (SMF) is a key component in many machine learning problems and there exist a verity a applications in real-w…☆12Jan 25, 2016Updated 10 years ago
- Classical Least Squares method implementation with Python. Application example on Quantitative Spectral Analysis: Calculating spectral si…☆16May 6, 2020Updated 6 years ago
- A set of scripts to parse SEC filing data for specific hedge funds☆13Dec 8, 2022Updated 3 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- Docker containers for Hadoop.☆22Feb 15, 2017Updated 9 years ago
- Stock Trade Analytics leveraging Spark Structured Stream Processing☆21Sep 2, 2018Updated 8 years ago
- A Django Admin add-on which adds functionality to export data in customized forms of output.☆11Jun 10, 2021Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆19Dec 17, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- LGBM :推导原理、参数含义、超参数设置(网格、随机、贝叶斯搜索)☆12Jan 15, 2019Updated 7 years ago
- Black-Litterman model portfolio optimizer☆15Aug 28, 2020Updated 6 years ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆13Mar 15, 2018Updated 8 years ago
- Performance attribution analysis, value investment, original investment ideas, alpha seeking☆20Nov 18, 2025Updated 11 months ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- ☆11Apr 22, 2018Updated 8 years ago
- Tabular Reinforcement Learning Algorithms with NumPy & Visualizations with Seaborn☆19Apr 11, 2018Updated 8 years ago