Risk Parity and Factors Model on multi asseet management
☆23Apr 6, 2021Updated 5 years ago
Alternatives and similar repositories for RiskParityFactorModel
Users that are interested in RiskParityFactorModel are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 大类资产配置☆11Jun 3, 2021Updated 5 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 7 years ago
- ☆20Mar 23, 2020Updated 6 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 6 years ago
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 7 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆19Jan 30, 2025Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆19Apr 29, 2020Updated 6 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆29Mar 4, 2021Updated 5 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Jul 26, 2020Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 7 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆130Jul 6, 2023Updated 2 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 2 months ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Jun 28, 2018Updated 7 years ago
- Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of …☆12Feb 26, 2020Updated 6 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 通过wind提取财务数据并进行财务分析☆27Jul 27, 2021Updated 4 years ago
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 5 years ago
- 一个简单的爬虫，抓取中国人民银行官网货币政策司的公开市场业务交易公告。☆13Aug 30, 2020Updated 5 years ago
- 资产配置方案项目☆34Nov 18, 2020Updated 5 years ago
- quantitative asset allocation strategy☆36Jan 19, 2025Updated last year
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆17Oct 16, 2019Updated 6 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 9 months ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- A HMM application in Kritzman Regime Detection☆15Jan 3, 2020Updated 6 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 6 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆24Jul 17, 2022Updated 3 years ago
- vn.py框架的CTP穿透式测试交易接口☆28Jun 17, 2025Updated 11 months ago
- Code to simplify data extraction using the Bloomberg desktop API for VBA Users. Can pull reference data, bulk reference data, historical …☆14Oct 18, 2024Updated last year