coremetro / Risk_ParityLinks
Risk_Parity strategy 风险平价
☆30Updated 5 years ago
Alternatives and similar repositories for Risk_Parity
Users that are interested in Risk_Parity are comparing it to the libraries listed below
Sorting:
- Risk Parity and Factors Model on multi asseet management☆23Updated 4 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- ☆15Updated 4 years ago
- 沪深300指数增强模型☆88Updated 6 years ago
- 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…☆33Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆51Updated 3 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 3 years ago
- 获取经典的量化多因子模型数据☆90Updated 4 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 资产配置方案项目☆32Updated 5 years ago
- Machine Learning-Driven Quantamental Investing☆140Updated 5 years ago
- 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…☆70Updated 4 years ago
- Q-quant和因子投资实证汇总☆22Updated 4 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated 2 weeks 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☆42Updated 2 years ago
- my first factor-stock-selecting backtest function☆23Updated 5 years ago
- 多因子策略回测框架☆33Updated 6 years ago
- 一些研报的复现☆12Updated 7 years ago
- 基于QFactor模型的A股实证研究☆20Updated 6 years ago
- ☆14Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆46Updated 5 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆12Updated last year
- 多因子选股框架☆27Updated 4 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago