多因子模型相关
☆23Jun 16, 2021Updated 4 years ago
Alternatives and similar repositories for Multi-Factor-Models
Users that are interested in Multi-Factor-Models are comparing it to the libraries listed below
Sorting:
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated 3 weeks ago
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- ☆13Jul 19, 2018Updated 7 years ago
- Barra Multifactor Model☆161Mar 18, 2020Updated 5 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- Modeling a multi-alpha factor stock portfolio. For Udacity's AI for Trading Nanodegree.☆21Nov 2, 2018Updated 7 years ago
- 基于聚宽平台，探索分钟级的高频交易☆35Jun 18, 2020Updated 5 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Barra CNE6 因子构建☆351Jan 20, 2020Updated 6 years ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- Python Data Analysis and Financial Calculation☆67Aug 19, 2019Updated 6 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- 基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM☆232Apr 9, 2020Updated 5 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- 众人的因子回测框架 stock factor test☆30Feb 12, 2026Updated 2 weeks ago
- 因子构建、单因子测试☆72Apr 4, 2021Updated 4 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…☆78Dec 11, 2020Updated 5 years ago
- This is a simple arbitrage programmme based on coin margined futures at OKEx.☆13Apr 10, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆13Apr 14, 2023Updated 2 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆111Mar 19, 2019Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- 因子回测框架☆143Jul 9, 2023Updated 2 years ago
- 我的多因子模型、量化投资沙盒☆191Jun 20, 2023Updated 2 years ago
- Notebooks and Code for ML based quant strategies☆11Aug 4, 2025Updated 6 months ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆14Mar 15, 2018Updated 7 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Jul 26, 2020Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Dec 31, 2018Updated 7 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆94Jul 19, 2019Updated 6 years ago
- ☆15Aug 21, 2021Updated 4 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
- 中国版多因子模型的构建、检验与对比（原创；适合初学者；适合准备从stata转Python的科研人员）☆134Apr 11, 2022Updated 3 years ago
- A collection of numerical methods in Python. Includes root finding, interpolation, least squares, differentiation, integration, Monte Car…☆19Nov 28, 2015Updated 10 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- 一个vibe coding的突发奇想 实现内存zerocopy的跨语言多进程交换☆30Oct 1, 2025Updated 5 months ago
- Barra-Multiple-factor-risk-model☆150Apr 7, 2017Updated 8 years ago