It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual firm characteristics and also uses “big-data” econometric methods.
☆33Jun 19, 2021Updated 5 years ago
Alternatives and similar repositories for Firm-Characteristics-and-Chinese-Stock-Market
Users that are interested in Firm-Characteristics-and-Chinese-Stock-Market are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 证券量化研究聚宽实现☆11Jan 31, 2020Updated 6 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 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
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆22Aug 8, 2022Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- A package for shrinkage estimation of covariance matrices☆16Feb 8, 2024Updated 2 years ago
- https://arxiv.org/abs/1805.01104☆125Dec 2, 2020Updated 5 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- ☆628Sep 8, 2023Updated 3 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆19Feb 11, 2021Updated 5 years ago
- ☆16Sep 5, 2020Updated 6 years ago
- Some Quant ideas in Backtrader☆12Jan 12, 2022Updated 4 years ago
- Alpha191☆13May 23, 2022Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- ☆57Mar 14, 2021Updated 5 years ago
- ☆24Aug 19, 2017Updated 9 years ago
- Open Source Market Risk Measurement for your portfolio.☆24Aug 30, 2026Updated 3 weeks ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆11Jul 6, 2023Updated 3 years ago
- 基金司机,老司机帮你玩转基金☆16Jun 28, 2020Updated 6 years ago
- lightweight backtester☆32May 25, 2025Updated last year
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 8 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 博客相关代码、数据☆15Apr 6, 2022Updated 4 years ago
- Basic interfaces to hardware for the Vuforia Spatial Toolbox☆12Jan 22, 2024Updated 2 years ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 10 years ago
- ☆14Aug 5, 2020Updated 6 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 5 years ago
- This repository contains implementation of "ADX", "Ichimoku" and "RSI" technical indicators using "Backtrader". And one new technical ind…☆18Feb 10, 2020Updated 6 years ago
- unity 自带语音识别功能的实现☆10Jun 26, 2019Updated 7 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Pytorch code for learning an underlying PDE from given data.☆15Nov 24, 2021Updated 4 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆48Jan 13, 2021Updated 5 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Use machine learning to evaluate past economic data and predict the probability of a future recession.☆14Nov 24, 2019Updated 6 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- 分析大盘和基金的小程序☆43Oct 8, 2020Updated 5 years ago
- Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Frame…☆11Apr 20, 2023Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 8 years ago