An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
☆73Dec 20, 2017Updated 8 years ago
Alternatives and similar repositories for Barra-Model
Users that are interested in Barra-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:
- Provide risk forecasts by Barra China Equity Model☆174Aug 21, 2018Updated 7 years ago
- Barra Multifactor Model☆160Mar 18, 2020Updated 6 years ago
- Barra-Multiple-factor-risk-model☆150Apr 7, 2017Updated 8 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…☆76Dec 11, 2020Updated 5 years ago
- Barra CNE6 因子构建☆351Jan 20, 2020Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- 计算Barra因子及其收益率☆13Apr 8, 2022Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆124Jan 15, 2020Updated 6 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆12Jul 24, 2018Updated 7 years ago
- Replicate Barra CNE5 multi-factor model and conduct portfolio risk analysis☆13Jun 17, 2025Updated 9 months ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆46Apr 16, 2018Updated 7 years ago
- 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
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- 沪深300指数增强模型☆90Sep 3, 2019Updated 6 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
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22May 31, 2022Updated 3 years ago
- ☆13Jul 19, 2018Updated 7 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆53Mar 24, 2018Updated 8 years ago
- 以wind为数据源的基金单期brinson业绩归因☆87Jan 23, 2020Updated 6 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆154May 17, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 基于RQAlpha的多因子量化策略框架,由本人开发,是一个完整的量化投资解决方案。该框架集成了因子库管理(包括量价因子、基本面因子和复合因子)、数据处理(去极值、标准化、中性化)、因子测试(单因子分析、多因子集中测试、共线性分析)以及策略构建(资产配置、参数优化、回测分析)…☆26Aug 12, 2025Updated 7 months ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Dec 26, 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
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆40May 25, 2018Updated 7 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆19Nov 2, 2022Updated 3 years ago
- A Python package that uses Selenium to scrape content from the MSCI.com ESG Ratings Corporate Search Tool.☆28Mar 16, 2022Updated 4 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- ☆19Mar 23, 2020Updated 6 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 6 years ago
- ☆14Feb 25, 2020Updated 6 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 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
- 区块链量化交易平台 火币量化交易平台 数字货币量化交易平台☆12Dec 5, 2021Updated 4 years ago
- 多因子指数增强策略/多因子全流程实现☆379Mar 6, 2024Updated 2 years ago
- Python通达信数据接口☆41Aug 26, 2019Updated 6 years ago