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
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Simples for PyAlgoTrade(https://github.com/gbeced/pyalgotrade)☆22Jul 17, 2016Updated 9 years ago
- Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timi…☆22Mar 18, 2021Updated 5 years ago
- My Open Source Projects☆39Jan 15, 2017Updated 9 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆18Dec 11, 2015Updated 10 years ago
- ☆13Jul 19, 2018Updated 7 years ago
- Functions for various methods to rank assets☆17Feb 20, 2013Updated 13 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
- 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
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- How to Calculate Daily Return, Log Return & Cumulative Return in Python☆12Apr 17, 2019Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆81Aug 21, 2018Updated 7 years ago
- Use graph-based analysis to re-classify stocks and to improve Markowitz portfolio optimization☆20Mar 8, 2022Updated 4 years ago
- ☆57Aug 12, 2025Updated 8 months 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
- 交易接口☆26Oct 21, 2015Updated 10 years ago
- Replication of key GARCH model papers☆37Mar 10, 2016Updated 10 years ago
- A c# trading strategy backtesting framework☆20Aug 14, 2016Updated 9 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆393Aug 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
- Demo configuration files and strategy code for QuantRocket☆13May 22, 2020Updated 5 years ago
- portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.☆29Apr 21, 2021Updated 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。☆40May 25, 2018Updated 7 years ago
- GIS helpsheets within R☆13Jan 16, 2014Updated 12 years ago
- 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
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆10Mar 23, 2018Updated 8 years ago
- ☆11Mar 24, 2015Updated 11 years ago
- A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio☆12Oct 8, 2019Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Dec 31, 2018Updated 7 years ago
- Automated trading strategies backtester☆49Nov 8, 2018Updated 7 years ago
- R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.☆13Sep 8, 2018Updated 7 years ago
- 以wind为数据源的基金单期brinson业绩归因☆89Jan 23, 2020Updated 6 years ago