godbin1990 / Python_For_Analysis_of_Financial_Time_Series
《Analysis of Financial Time Series/金融时间序列分析》Python Code
☆12Updated 3 years ago
Alternatives and similar repositories for Python_For_Analysis_of_Financial_Time_Series:
Users that are interested in Python_For_Analysis_of_Financial_Time_Series are comparing it to the libraries listed below
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 4 years ago
- python量化分析股票的投资组合☆18Updated 7 years ago
- 以wind为数据源的基金单期brinson业绩归因☆76Updated 4 years ago
- 一套基于SVM与现代投资组合理论的量化框架☆29Updated 4 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆139Updated 4 years ago
- 资产配置方案项目☆28Updated 4 years ago
- 基于Python的金融分析与风险管理（第二版） 代码☆19Updated last year
- factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。☆39Updated 6 years ago
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆34Updated 2 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 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 在聚宽（joinquant）平台上使用多因子策略进行量化投资模拟。☆31Updated 4 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
- 多因子模型相关☆22Updated 3 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- ☆13Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆70Updated 3 years ago
- 提取金融相关领域研究报告的主要结论(key idea)☆60Updated 6 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆90Updated 5 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 6 years ago
- TuShare数据存储方法及数据分析过程☆33Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆121Updated 5 years ago
- 中国的Quant相关资源索引☆9Updated 5 years ago
- 基于历史数据预测期货的波动率，用于期货的辅助分析，具备模型的核心代码☆9Updated 6 years ago
- 量化开发 多因子选股模型☆128Updated 6 years ago
- 分享量化投资相关的论文，代码和代码复现。☆74Updated last year
- 在Kaggle比赛中的Featuretools指南☆17Updated 6 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆75Updated 6 years ago