caly5144 / shu-s-project
雁陎的各种小项目合集
☆17Updated 7 months ago
Related projects ⓘ
Alternatives and complementary repositories for shu-s-project
- 雪球结构产品定价☆23Updated last year
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆12Updated last year
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆18Updated 5 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆32Updated 2 years ago
- 博客相关代码、数据☆11Updated 2 years ago
- ☆15Updated 3 years ago
- Q-quant和因子投资实证汇总☆19Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 5 years ago
- Equity return and characteristics of China A-Share market☆13Updated 11 months ago
- 量化研究-多因子模型☆18Updated last year
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆11Updated 2 months ago
- Risk Parity and Factors Model on multi asseet management☆18Updated 3 years ago
- 波动率指数的计算,修改自https://github.com/Alexdachen/ivix☆14Updated 5 years ago
- 资产配置方案项目☆27Updated 4 years ago
- Reimplementing QuantLib examples by Python☆57Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆11Updated 3 months ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- 中国波指的计算☆123Updated 6 years ago
- 多因子选股框架☆21Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- Quant_Strategy☆24Updated last year
- ☆23Updated 7 years ago
- ☆15Updated 5 years ago
- 一些研报的复现☆11Updated 6 years ago
- 量化FOF框架☆11Updated 5 years ago
- 基于机器学习的多因子研究框架☆13Updated 4 years ago
- 我自己的单因子研究框架☆20Updated last year
- ☆12Updated 6 years ago
- python quant☆39Updated last year