changshun / Barra-ModelLinks
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
☆72Updated 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
Sorting:
- 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
- Barra Multifactor Model☆160Updated 5 years ago
- Barra-Multiple-factor-risk-model☆149Updated 8 years ago
- 多因子模型相关☆23Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆174Updated 7 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Updated 3 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- 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
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- Implemented some mathematical processings used in the Barra risk model☆38Updated 2 years ago
- 改进gplearn,主要使用在股票公 式挖掘☆100Updated 5 years ago
- 因子回测框架☆141Updated 2 years ago
- ☆150Updated this week
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆125Updated 6 years ago
- Machine Learning-Driven Quantamental Investing☆142Updated 5 years ago
- 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
- This repository hosts my reading notes for academic papers.☆97Updated 4 years ago
- 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☆67Updated 2 years ago
- Python Data Analysis and Financial Calculation☆67Updated 6 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Updated 5 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆33Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- Backtrader量化策略研报复现☆34Updated 3 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆125Updated 4 years ago
- 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
- Quant Studio Document☆24Updated 4 years ago
- alpha投研示例☆91Updated last week