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
Alternatives and similar repositories for multi-factor-stock-selection
Users that are interested in multi-factor-stock-selection are comparing it to the libraries listed below
Sorting:
- 沪深300指数增强模型☆82Updated 5 years ago
- 量化开发 多因子选股模型☆130Updated 6 years ago
- 多因子策略回测框架☆32Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 获取经典的量化多因子模型数据☆76Updated 3 years ago
- 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
- Barra Multifactor Model☆143Updated 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☆46Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆94Updated 4 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆111Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- 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
- Barra-Multiple-factor-risk-model☆139Updated 8 years ago
- ☆50Updated last year
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 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
- 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
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 因子回测框架☆111Updated last year
- Backtrader量化策略研报复现☆28Updated 3 years ago
- Provide risk forecasts by Barra China Equity Model☆164Updated 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教程,包括数据、框架、策略及评估☆56Updated 3 years ago
- ☆192Updated 4 years ago
- 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。☆123Updated last year
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆202Updated 5 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…☆141Updated 4 years ago
- 金融量化数据库构建☆82Updated last year