eiahb3838ya / PHBS_ML_for_quant_projectLinks
☆20Updated 4 years ago
Alternatives and similar repositories for PHBS_ML_for_quant_project
Users that are interested in PHBS_ML_for_quant_project are comparing it to the libraries listed below
Sorting:
- Python Data Analysis and Financial Calculation☆67Updated 6 years ago
- Just another backtester☆22Updated 5 months ago
- 多因子模型相关☆23Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆100Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- 一些研报的复现☆13Updated 7 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆72Updated 8 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Updated 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…☆76Updated 5 years ago
- Barra-Multiple-factor-risk-model☆149Updated 8 years ago
- 多因子选股框架☆26Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Updated 3 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- ☆15Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆125Updated 6 years ago
- CTA_Strategies☆48Updated 8 years ago
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆125Updated 5 years ago
- 量化研究-多因子模型☆23Updated 2 years ago
- alpha投研示例☆91Updated last week
- Quant Studio Document☆24Updated 4 years ago
- ☆150Updated this week
- High Frequency Trading☆110Updated 7 years ago
- 众人的因子回测框架 stock factor test☆31Updated last week
- stock☆97Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆174Updated 7 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated 2 years ago