Multi-Factor model with regression method
☆10May 4, 2019Updated 7 years ago
Alternatives and similar repositories for Multi-Factor-Model
Users that are interested in Multi-Factor-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:
- ☆11Oct 24, 2025Updated 9 months ago
- ☆15Aug 21, 2021Updated 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
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- 因子构建、单因子测试☆74Apr 4, 2021Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 5 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 3 months ago
- ☆16Aug 22, 2017Updated 8 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 5 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- Gathered, cleaned and transformed stock price, balance sheet, income and cash flow statements data for 629 companies. Built a neural netw…☆12Apr 28, 2020Updated 6 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Oct 21, 2019Updated 6 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 years ago
- Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of …☆12Feb 26, 2020Updated 6 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Machine Learning for Factor Investing in Python☆11Nov 24, 2020Updated 5 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆19Oct 20, 2018Updated 7 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆25Apr 22, 2025Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆136Dec 31, 2018Updated 7 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆15Aug 9, 2021Updated 4 years ago
- Shiny app for projecting retirement funds / benefits☆22Jan 6, 2026Updated 6 months ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 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
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- Temporal Convolutional Neural Net for stock selection, using a Genetic Algorithm for feature selection☆33Oct 12, 2020Updated 5 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆20Apr 29, 2020Updated 6 years ago
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 5 years ago
- 项目针对IMDb的影评文件，进行数据处理和文本特征抽取，构建朴素贝叶斯、逻辑回归、Bagging和boosting等模型，并进行对比和组合，对影评的情感倾向进行预测☆25Sep 2, 2019Updated 6 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- Stock selection and portfolio performance based on ESG Scores☆15Mar 16, 2021Updated 5 years ago
- Multi-Objective Learning to Rank with LightGBM☆12Nov 10, 2019Updated 6 years ago