Alternatives and similar repositories for Multi-Factor-Model

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

• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆13Updated this week
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated last year
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆20Updated last year
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• JackJacquier / SABR-Implied-Volatility
  SABR Implied volatility asymptotics
  ☆22Updated 5 years ago
• JennyCCDD / Empirical_asset_pricing_via_boosting
  Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
  ☆14Updated 5 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆24Updated 2 years ago
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆22Updated 4 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆23Updated 4 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆26Updated 2 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆18Updated 9 months ago
• DracoMori / stock-select
  多因子打分选股
  ☆13Updated 3 years ago
• coder-sword-magic / autocallable_barrier_reverse_convertibles_aka_snowball_structure
  Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo
  ☆12Updated 2 years ago
• DavidCico / Factor-risk-model-with-principal-component-analysis
  This repository shows the application of PCA technique for risk factor modelling of financial securities.
  ☆18Updated 5 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆28Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆30Updated 3 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆15Updated 2 years ago
• Idriss-Afra / Stochastic-Volatility-Inspired-Model
  This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
  ☆9Updated last month
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆36Updated 2 years ago
• han14466 / gplearn_stock_dataframe
  改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。
  ☆18Updated last year
• bang-js / Replica_Taming_the_Factor_Zoo
  Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"
  ☆10Updated last year
• anthonyng2 / Time-Series-Momentum
  ☆18Updated 8 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆12Updated last year
• quangan1221 / Deep-Learning-Applications-on-multifactor-stocks-selection
  ☆14Updated 7 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆15Updated 4 years ago