Alternatives and similar repositories for RiskParityFactorModel:

Users that are interested in RiskParityFactorModel are comparing it to the libraries listed below

• coremetro / Risk_Parity
  Risk_Parity strategy 风险平价
  ☆25Updated 5 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆13Updated this week
• chichihua / Multi-Factor-Model
  Multi-Factor model with regression method
  ☆9Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• hongrubaiding / fundPortfolio
  资产配置方案项目
  ☆29Updated 4 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆11Updated 5 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated last year
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆20Updated 4 years ago
• coolgan / Quantitative-Finance
  Q-quant和因子投资实证汇总
  ☆20Updated 3 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆13Updated 6 years ago
• pkuWu / Option_Hedge
  这是一个包含Zakamouline和WW两种期权对冲策略的项目
  ☆18Updated 3 years ago
• quanttrade / Quantitative-analysis
  券商金工研报复现
  ☆12Updated 4 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 8 months ago
• han14466 / gplearn_stock_dataframe
  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。
  ☆18Updated last year
• ppoak / BearAlpha
  Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…
  ☆17Updated 2 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆28Updated 3 years ago
• LukeZerg / AssetAllocation
  资产配置，BL模型和风险平价模型
  ☆18Updated 7 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• etccapital / MultiFactor
  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
• rosie068 / BARRA_risk
  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
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆44Updated 5 years ago