WIFAQuant / HS300
沪深300指数纯因子组合构建
☆51Updated 6 years ago
Alternatives and similar repositories for HS300:
Users that are interested in HS300 are comparing it to the libraries listed below
- 多因子模型相关☆21Updated 3 years ago
- 沪深300指数增强模型☆81Updated 5 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
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 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
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 获取经典的量化多因子模型数据☆75Updated 3 years ago
- High frequency factors based on order and trade data.☆49Updated last year
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- BackTrader多因子回测 框架 (Multi-factors backtesting framework for BackTrader)☆111Updated 3 years ago
- 基于streamlit的因子分析app☆64Updated 3 weeks ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- 因子回测框架☆110Updated last year
- 改 进gplearn,主要使用在股票公式挖掘☆94Updated 4 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
- 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☆25Updated 2 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
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆59Updated last year
- ☆141Updated last week
- Barra Multifactor Model☆142Updated 5 years ago
- stock☆87Updated 3 years ago
- Stock factor mining with CNN and GRU.☆53Updated 2 years ago
- Quant Studio Document☆24Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 8 months ago
- Barra-Multiple-factor-risk-model☆139Updated 8 years ago
- 量化研究-多因子模型☆19Updated last year
- 分享量化投资相关的论文,代码和代码复现。☆80Updated 2 years ago