Alternatives and similar repositories for Barra-Model

Users that are interested in Barra-Model are comparing it to the libraries listed below

• coamo2 / Barra
  Barra Multifactor Model
  ☆160Updated 5 years ago
• rosie068 / BARRA_risk
  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…
  ☆76Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆148Updated 8 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆174Updated 7 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆69Updated 3 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆89Updated 6 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 6 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆72Updated 4 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆141Updated 2 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆94Updated 6 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆54Updated 6 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆43Updated 2 years ago
• Scorpi000 / QuantStudio
  ☆150Updated last week
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆34Updated 3 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆87Updated 6 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆37Updated 2 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆67Updated 6 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆99Updated 5 years ago
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆65Updated last year
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆97Updated 4 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆142Updated 5 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆142Updated 2 years ago
• xcycharles / stock
  stock
  ☆96Updated 4 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆125Updated 5 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆23Updated 2 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆91Updated this week
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆124Updated 6 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆35Updated last year
• wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191
  ☆117Updated 6 years ago