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
- 以wind为数据源的基金单期brinson业绩归因☆77Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 5 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
- Barra-Multiple-factor-risk-model☆132Updated 7 years ago
- python量化分析股票的投资组合☆18Updated 7 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
- 获取经典的量化多因子模型数据☆66Updated 3 years ago
- 因子构建、单因子测试☆69Updated 3 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☆44Updated 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
- 多因子模型相关☆21Updated 3 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…☆138Updated 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
- backtrader教程,包括数据、框架、策略及评估☆54Updated 3 years ago
- 金融量化数据库构建☆72Updated last year
- 量化开发 多因子选股模型☆128Updated 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☆93Updated 5 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☆121Updated 4 years ago
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- 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
- 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
- 分享量化投资相关的论文,代码和代码复现。☆75Updated last year
- 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
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆120Updated 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
- 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☆193Updated 4 years ago
- Quant_Strategy☆24Updated 2 years ago
- 爬取东方财富股吧沪深股票文章、评论及发言用户信息☆49Updated 6 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆125Updated 5 years ago
- 一些研报的复现☆12Updated 6 years ago