a1137261060 / Multi-Factor-Models
多因子模型相关
☆21Updated 3 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
- 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…☆62Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- 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 11 months ago
- 量化研究-多因子模型☆19Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆43Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 7 months ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆31Updated 2 years ago
- ☆15Updated 3 years ago
- 沪深300指数增强模型☆78Updated 5 years ago
- High frequency factors based on order and trade data.☆43Updated last year
- 众人的因子回测框架 stock factor test☆26Updated this week
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆56Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆34Updated 6 months ago
- Quant Studio Document☆24Updated 4 years ago
- 获取经典的量化多因子模型数据☆71Updated 3 years ago
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 雪球结构产品定价☆28Updated last year
- Backtrader量化策略研报复现☆27Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- An end-to-end stock factors mining neural network framework.☆28Updated last year
- The source code for the paper☆20Updated last year
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆21Updated last year
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆45Updated 2 years ago
- ☆20Updated 4 years ago
- 因子构建、单因子测试☆69Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago