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

• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆87Updated 6 years ago
• ShenJimei / QTC2019
  This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …
  ☆48Updated 6 years ago
• Jensenberg / volatility-and-option
  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
• coolzhm / TuShareData
  TuShare数据存储方法及数据分析过程
  ☆32Updated 7 years ago
• jrothschild33 / Black-Litterman-Model
  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…
  ☆152Updated 5 years ago
• xingetouzi / jaqs-fxdayu
  jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包
  ☆126Updated 6 years ago
• xiaohaomao / text_extraction
  提取金融相关领域研究报告的主要结论(key idea)
  ☆60Updated 7 years ago
• JoshuaQYH / TIDIBEI
  基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM
  ☆232Updated 5 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  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
  ☆43Updated 2 years ago
• hongrubaiding / fundPortfolio
  资产配置方案项目
  ☆32Updated 5 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆125Updated 6 years ago
• pandalibin / backtrader-cn
  backtrader adapted for Chinese stock market
  ☆72Updated 8 years ago
• ZoeQuant / backtrader_tutorial
  backtrader教程，包括数据、框架、策略及评估
  ☆60Updated 4 years ago
• jcchao / deeplearning-for-quant
  本项目为深度学习在多因子量化选股中的一种实践
  ☆110Updated 6 years ago
• quantasset / factorset
  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。
  ☆40Updated 7 years ago
• FrankBGao / HeatMap_for_TuShare
  Create a heatmap for Real time China stocks price by Tushare's data
  ☆54Updated 7 years ago
• dkl0707 / QuantDatabase
  金融量化数据库构建
  ☆92Updated last year
• xieenze / stock-quant
  python量化分析股票的投资组合
  ☆19Updated 8 years ago
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆140Updated 7 years ago
• yutiansut / QIFIAccount
  QIFI协议下的Account实现
  ☆27Updated 4 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆174Updated 7 years ago
• stxupengyu / multi-factor-strategy-joinquant
  在聚宽（joinquant）平台上使用多因子策略进行量化投资模拟。
  ☆38Updated 5 years ago
• jicewarwick / AShareData
  自动化Tushare数据获取和MySQL储存
  ☆66Updated 3 years ago
• iewoai / Quantitative-Investment_Learning
  [iewoai]量化投资学习，多因子、三因子、五因子、索罗斯投资策略
  ☆69Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆149Updated 8 years ago
• ququcai / volatility_smile
  计算上证50ETF期权隐含波动率并验证波动率微笑
  ☆32Updated 7 years ago
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆23Updated 7 years ago
• rosie068 / BARRA_risk
  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
• xcycharles / stock
  stock
  ☆96Updated 4 years ago
• hongrubaiding / EstimateValueData
  基金估值表，深度分析
  ☆36Updated 5 years ago