coremetro / Risk_Parity
Risk_Parity strategy 风险平价
☆23Updated 4 years ago
Alternatives and similar repositories for Risk_Parity:
Users that are interested in Risk_Parity are comparing it to the libraries listed below
- Risk Parity and Factors Model on multi asseet management☆21Updated 3 years ago
- ☆15Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 量化研究-多因子模型☆19Updated last year
- Backtrader量化策 略研报复现☆27Updated 2 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆14Updated 5 years ago
- Quant_Strategy☆24Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆12Updated this week
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- 量化FOF框架☆12Updated 5 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 一些研报的复现☆12Updated 6 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆16Updated 2 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…☆32Updated 3 years ago
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- 基于聚宽平台，探索分钟级的高频交易☆33Updated 4 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆74Updated 7 years ago
- 获取经典的量化多因子模型数据☆66Updated 3 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…☆60Updated 4 years ago
- 雪球结构产品定价☆28Updated last year
- 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☆44Updated 2 years ago
- ☆20Updated 4 years ago
- 多因子策略回测框架☆32Updated 5 years 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☆39Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- CTA_Strategies☆39Updated 7 years ago