coremetro / Risk_Parity
Risk_Parity strategy 风险平价
☆22Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Risk_Parity
- Risk Parity and Factors Model on multi asseet management☆18Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- ☆15Updated 3 years ago
- 一些研报的复现☆11Updated 6 years ago
- my first factor-stock-selecting backtest function☆18Updated 4 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
- 量化研究-多因子模型☆18Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- 基于机器学习的多因子研究框架☆13Updated 4 years ago
- 沪深300指数纯因子组合构建☆48Updated 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…☆57Updated 3 years ago
- 多因子选股框架☆21Updated 3 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆25Updated 5 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆11Updated 2 months 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 …☆13Updated 5 years ago
- 雪球结构产品定价☆22Updated last year
- 多因子打分选股☆12Updated 2 years ago
- 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
- 量化投资单因子分析☆20Updated 5 years ago
- 沪深300指数增强模型☆75Updated 5 years ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- ☆20Updated 3 years ago
- Backtrader量化策略研报复现☆25Updated 2 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☆38Updated last year
- Testing trading signals of commodity futures☆14Updated 4 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☆40Updated 2 years ago
- Quant_Strategy☆24Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago