An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
☆78Dec 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:
- Barra Multifactor Model☆171Mar 18, 2020Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆184Aug 21, 2018Updated 8 years ago
- Barra-Multiple-factor-risk-model☆158Apr 7, 2017Updated 9 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…☆83Dec 11, 2020Updated 5 years ago
- Barra CNE6 因子构建☆387Jan 20, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 7 years ago
- 计算Barra因子及其收益率☆13Apr 8, 2022Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 8 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
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆399Aug 7, 2018Updated 8 years ago
- ☆13Jul 19, 2018Updated 8 years ago
- ☆14Feb 25, 2020Updated 6 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆48Apr 16, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆20Mar 23, 2020Updated 6 years ago
- 沪深300指数增强模型☆90Sep 3, 2019Updated 7 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 7 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Dec 31, 2018Updated 7 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆23May 31, 2022Updated 4 years ago
- 大类资产配置☆12Jun 3, 2021Updated 5 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆11Jul 24, 2018Updated 8 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.
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 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
- ☆12Jul 19, 2020Updated 6 years ago
- 以wind为数据源的基金单期brinson业绩归因☆89Jan 23, 2020Updated 6 years ago
- 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）…☆45Aug 12, 2025Updated last year
- 多因子模型相关☆24Jun 16, 2021Updated 5 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
- 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…☆155May 17, 2020Updated 6 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 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. Zero configuration with optimized deployments.
- Replicate Barra CNE5 multi-factor model and conduct portfolio risk analysis☆22Jun 17, 2025Updated last year
- 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。☆43May 25, 2018Updated 8 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆25Dec 26, 2020Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆432Mar 6, 2024Updated 2 years ago
- empirical asset pricing☆49Sep 23, 2023Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Implemented some mathematical processings used in the Barra risk model☆44Apr 11, 2023Updated 3 years ago