A Survey of Multi-Factor Models
☆40Jul 17, 2015Updated 10 years ago
Alternatives and similar repositories for multifactor-models
Users that are interested in multifactor-models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Tool for building deep / recurrent neural network models for systematic fundamental investing.☆17Jun 9, 2017Updated 8 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆124Jan 15, 2020Updated 6 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- An open-sourced OpenQuant API implementation☆11Jun 15, 2014Updated 11 years ago
- Data Adapter for Windpy☆34Jan 15, 2018Updated 8 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Simples for PyAlgoTrade(https://github.com/gbeced/pyalgotrade)☆22Jul 17, 2016Updated 9 years ago
- NYC Data Science Academy capstone project - build event driven financial model using deep learning artificial neural network.☆15Mar 27, 2017Updated 9 years ago
- My Open Source Projects☆40Jan 15, 2017Updated 9 years ago
- ☆13Jul 19, 2018Updated 7 years ago
- Functions for various methods to rank assets☆17Feb 20, 2013Updated 13 years ago
- ☆17Jul 29, 2015Updated 10 years ago
- Tracking S&P 500 index with deep learning model☆13Jul 2, 2023Updated 2 years ago
- The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time se…☆29Feb 15, 2019Updated 7 years ago
- ☆13May 15, 2015Updated 10 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- An Objective-C library for ROSBridge☆23Mar 1, 2017Updated 9 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…☆73Feb 15, 2018Updated 8 years ago
- How to Calculate Daily Return, Log Return & Cumulative Return in Python☆12Apr 17, 2019Updated 6 years ago
- Use graph-based analysis to re-classify stocks and to improve Markowitz portfolio optimization☆20Mar 8, 2022Updated 4 years ago
- Build DEX trading into your platform with our API and SDK☆10May 6, 2023Updated 2 years ago
- Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.☆23May 31, 2018Updated 7 years ago
- ☆31May 5, 2022Updated 3 years ago
- Open source Forex trading.☆31Feb 23, 2017Updated 9 years ago
- 交易接口☆26Oct 21, 2015Updated 10 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Replication of key GARCH model papers☆37Mar 10, 2016Updated 10 years ago
- A c# trading strategy backtesting framework☆20Aug 14, 2016Updated 9 years ago
- Scrapy Spider for 中国发展改革委员会☆13Nov 17, 2014Updated 11 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆388Aug 7, 2018Updated 7 years ago
- The next generation DEX on Solana. HydraSwap is dedicated to provide users with CEX-level trading experience.☆10Jun 5, 2021Updated 4 years ago
- React Native LINE login☆21Oct 18, 2016Updated 9 years ago
- portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.☆29Apr 21, 2021Updated 4 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。☆40May 25, 2018Updated 7 years ago
- GIS helpsheets within R☆13Jan 16, 2014Updated 12 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆58Jan 8, 2019Updated 7 years ago
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Jan 8, 2023Updated 3 years ago
- ZeroMQ mex bindings for MATLAB☆21Feb 2, 2015Updated 11 years ago
- ☆10Mar 23, 2018Updated 8 years ago
- ☆11Mar 24, 2015Updated 11 years ago
- Simple proxy rotation service☆30Oct 26, 2015Updated 10 years ago
- A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio☆12Oct 8, 2019Updated 6 years ago