YTZzzzz / Barra_CNE5View external linksLinks
Provide risk forecasts by Barra China Equity Model
☆174Aug 21, 2018Updated 7 years ago
Alternatives and similar repositories for Barra_CNE5
Users that are interested in Barra_CNE5 are comparing it to the libraries listed below
Sorting:
- Barra-Multiple-factor-risk-model☆149Apr 7, 2017Updated 8 years ago
- Barra Multifactor Model☆160Mar 18, 2020Updated 5 years ago
- Barra CNE6 因子构建☆348Jan 20, 2020Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆125Jan 15, 2020Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆72Dec 20, 2017Updated 8 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…☆76Dec 11, 2020Updated 5 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆12Jul 24, 2018Updated 7 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆385Aug 7, 2018Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Jul 19, 2018Updated 7 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 years ago
- 沪深300指数增强模型☆89Sep 3, 2019Updated 6 years ago
- 以wind为数据源的基金单期brinson业绩归因☆87Jan 23, 2020Updated 6 years ago
- ☆19Mar 23, 2020Updated 5 years ago
- ☆150Updated this week
- ☆14Feb 25, 2020Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆367Mar 6, 2024Updated last year
- ☆13Jul 19, 2018Updated 7 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- Funcat 将同 花顺、通达信、文华财经麦语言等的公式写法移植到了 Python 中。☆31Mar 3, 2020Updated 5 years ago
- codegen from expression to others, such as polars, pandas☆146Jan 27, 2026Updated 2 weeks ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- ☆213Jul 31, 2020Updated 5 years ago
- stock☆97Aug 4, 2021Updated 4 years ago
- Implemented some mathematical processings used in the Barra risk model☆38Apr 11, 2023Updated 2 years ago
- 金融研报分析小助手☆47Apr 18, 2023Updated 2 years ago
- 量化研究-券商金工研报复 现☆4,447Dec 29, 2025Updated last month
- 改进gplearn,主要使用在股票公式挖掘☆100May 19, 2020Updated 5 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126May 8, 2019Updated 6 years ago
- 因子构建、单因子测试☆72Apr 4, 2021Updated 4 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆125Nov 30, 2021Updated 4 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- ☆20Feb 17, 2021Updated 4 years ago
- 聚宽单因子分析工具☆616Feb 20, 2025Updated 11 months ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆223Oct 26, 2022Updated 3 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆75Feb 15, 2018Updated 8 years ago
- 众人的因子回测框架 stock factor test☆31Updated this week
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Dec 26, 2020Updated 5 years ago