hansihuang2016 / Barra-Multiple-factor-risk-modelLinks
Barra-Multiple-factor-risk-model
☆140Updated 8 years ago
Alternatives and similar repositories for Barra-Multiple-factor-risk-model
Users that are interested in Barra-Multiple-factor-risk-model are comparing it to the libraries listed below
Sorting:
- Provide risk forecasts by Barra China Equity Model☆165Updated 6 years ago
- Barra Multifactor Model☆143Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 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…☆65Updated 4 years ago
- Barra CNE6 因子构建☆297Updated 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☆92Updated 5 years ago
- 因子 构建、单因子测试☆71Updated 4 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- 因子回测框架☆115Updated last year
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆125Updated last year
- ☆194Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆363Updated 6 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☆41Updated last year
- ☆144Updated last month
- Mining technical factors based on symbolic regression via genetic algorithm☆183Updated 2 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☆124Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆207Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆117Updated 3 years ago
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- Machine Learning-Driven Quantamental Investing☆132Updated 5 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆60Updated last year
- 分享量化投资相关的论文,代码和代码复现。☆80Updated 2 years ago