hongrubaiding / QFactorModelLinks
基于QFactor模型的A股实证研究
☆19Updated 5 years ago
Alternatives and similar repositories for QFactorModel
Users that are interested in QFactorModel are comparing it to the libraries listed below
Sorting:
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- 资产配置方案项目☆32Updated 4 years ago
- 大类资产配置☆10Updated 4 years ago
- 量化研究-多因子模型☆21Updated 2 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…☆67Updated 4 years ago
- 多因子选股框架☆24Updated 4 years ago
- Risk_Parity strategy 风险平价☆28Updated 5 years ago
- 多因子打分选股☆13Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated last month
- 获取经典的量化多因子模型数据☆86Updated 3 years ago
- ☆14Updated 5 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 3 years ago
- ☆15Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- 一些研报的复现☆13Updated 6 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆64Updated 2 years ago
- 基金估值表,深度分析☆33Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆11Updated 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
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- 沪深300指数纯因子组合构建☆53Updated 6 years ago
- Machine Learning-Driven Quantamental Investing☆135Updated 5 years ago
- DCC GARCH modeling in Python☆96Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 5 years ago