Attribution and optimisation using a multi-factor equity risk model.
☆36Jan 30, 2024Updated 2 years ago
Alternatives and similar repositories for equity-risk-model
Users that are interested in equity-risk-model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆46Apr 16, 2018Updated 7 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 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
- a Python tool for downloading sharadar data from Quandl.☆10Dec 8, 2022Updated 3 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- ☆19Mar 23, 2020Updated 6 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- Performant, composable online learning☆16Feb 22, 2021Updated 5 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 5 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Jan 15, 2024Updated 2 years ago
- ☆14Mar 16, 2024Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Dec 31, 2018Updated 7 years ago
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆386Aug 7, 2018Updated 7 years ago
- ☆14Feb 25, 2020Updated 6 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆16Apr 23, 2024Updated last year
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆22Jan 30, 2019Updated 7 years ago
- 一个开源的量化交易项目。使用python(jupyter)☆10Dec 16, 2024Updated last year
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 4 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- Implemented some mathematical processings used in the Barra risk model☆39Apr 11, 2023Updated 2 years ago
- Fully Flexible Probabilities for Stress-Testing and Portfolio Construction☆20Sep 29, 2022Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆29Dec 23, 2025Updated 3 months ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆14Jun 12, 2023Updated 2 years ago
- Fundamental Factor Model based on Bloomberg☆11Mar 30, 2017Updated 8 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Jun 5, 2022Updated 3 years ago
- Tools for optimizing your wealth!☆11Jan 15, 2022Updated 4 years ago
- ☆10Dec 18, 2023Updated 2 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
- Performance Attribution for Equity Portfolios☆24Aug 21, 2023Updated 2 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Feb 25, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- ☆14Sep 16, 2022Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated last month
- 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。☆23Mar 20, 2024Updated 2 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
- A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance☆17May 2, 2023Updated 2 years ago
- Portfolio optimization and back-testing.☆1,184Mar 10, 2026Updated 2 weeks ago