coolgan / calculate_iskewLinks
计算中国偏度指数（CBOE skew index）
☆13Updated 4 years ago
Alternatives and similar repositories for calculate_iskew
Users that are interested in calculate_iskew are comparing it to the libraries listed below
Sorting:
- 中国波动率指数IVIX（CBOE volatility index）☆19Updated 4 years ago
- Q-quant和因子投资实证汇总☆20Updated 3 years ago
- ☆15Updated 6 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- empirical asset pricing☆45Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆63Updated 2 years ago
- 多因子模型相关☆22Updated 3 years ago
- Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。☆22Updated 7 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆24Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 9 months ago
- 量化研究-多因子模型☆21Updated last year
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 4 years ago
- Quant Studio Document☆24Updated 4 years ago
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆44Updated 2 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 获取经典的量化多因子模型数据☆79Updated 3 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago
- ☆18Updated 3 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆111Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- python implement for WorldQuant-Alpha101☆54Updated 6 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆15Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- Replication of key GARCH model papers☆35Updated 9 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆22Updated 2 years ago
- ☆15Updated 3 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago