godbin1990 / Python_For_Analysis_of_Financial_Time_SeriesLinks
《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
Sorting:
- 以wind为数据源的基金单期brinson业绩归因☆83Updated 5 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…☆152Updated 5 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☆27Updated 6 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☆126Updated 5 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☆42Updated 2 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆109Updated 6 years ago
- 提取金融相关领域研究报告的主要结论(key idea)☆60Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 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
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆46Updated 5 years ago
- 量化开发 多因子选股模型☆138Updated 6 years ago
- 资产配置方案项目☆32Updated 4 years ago
- alpha101 的 quantaxis 适配版本☆48Updated 4 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- Barra-Multiple-factor-risk-model☆144Updated 8 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☆219Updated 5 years ago
- 金融量化数据库构建☆90Updated 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。☆40Updated 7 years ago
- 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
- QIFI协议下的Account实现☆27Updated 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…☆33Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- 获取经典的量化多因子模型数据☆88Updated 3 years ago
- 基于机器学习的股票投资算法,使用到了Auto-ARIMA、LSTM、SVM、Prophet、朴素贝叶斯、移动平均算法等多个算法,从信息收集、算法分析、回测等多个方面进行分析,从消息面、基本面、技术面三种分析方法进行分析。☆100Updated 5 years ago
- 沪深300指数增强模型☆86Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 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…☆69Updated 4 years ago
- [iewoai]量化投资学习,多因子、三因子、五因子、索罗斯投资策略☆67Updated 5 years ago
- 自动化Tushare数据获取和MySQL储存☆62Updated 3 years ago