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
  ☆30Updated 5 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆13Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆23Updated 5 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆22Updated 2 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated 2 years ago
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆14Updated last month
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 4 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…
  ☆71Updated 4 years ago
• coolgan / Quantitative-Finance
  Q-quant和因子投资实证汇总
  ☆23Updated 4 years ago
• Silkdust / mlfactor-python
  Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust
  ☆12Updated 2 years ago
• hongrubaiding / fundPortfolio
  资产配置方案项目
  ☆32Updated 5 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆68Updated 7 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 …
  ☆66Updated 3 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 7 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆19Updated last year
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆27Updated 4 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆30Updated 3 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 5 years ago
• hongrubaiding / QFactorModel
  基于QFactor模型的A股实证研究
  ☆20Updated 6 years ago
• coder-sword-magic / autocallable_barrier_reverse_convertibles_aka_snowball_structure
  Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo
  ☆13Updated 2 years 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。
  ☆21Updated last year
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆92Updated 4 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆16Updated 4 years ago
• wangy8989 / Active-Portfolio-Management
  factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
  ☆30Updated 6 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆98Updated 5 years ago
• eiahb3838ya / PHBS_multi-factor_project
  ☆14Updated 5 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆140Updated 5 years ago