hongrubaiding / QFactorModel
基于QFactor模型的A股实证研究
☆17Updated 5 years ago
Alternatives and similar repositories for QFactorModel:
Users that are interested in QFactorModel are comparing it to the libraries listed below
- 多因子选股框架☆20Updated 4 years ago
- 多因子打分选股☆13Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- 利用Wind API更新周频与月频因子☆11Updated 5 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Updated 4 years ago
- 多因子模型相关☆21Updated 3 years ago
- 量化研究-多因子模型☆19Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 获取经典的量化多因子模型数据☆74Updated 3 years ago
- 大类资产配置☆10Updated 3 years ago
- ☆15Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆35Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- ☆11Updated 4 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated this week
- 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。☆21Updated 6 years ago
- ☆13Updated 5 years ago
- 量化FOF框架☆13Updated 6 years ago
- 资产配置方案项目☆29Updated 4 years ago
- ☆12Updated 2 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 复现华泰 证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆31Updated 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…☆62Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆15Updated 6 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months 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…☆32Updated 3 years ago
- 致力于多因子,AI策略,可盈利模型的研究☆12Updated 2 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。☆39Updated 6 years ago