hongrubaiding / fundPortfolio
资产配置方案项目
☆27Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for fundPortfolio
- ☆15Updated 3 years ago
- 沪深300指数纯因子组合构建☆48Updated 5 years ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- 一些研报的复现☆11Updated 6 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。☆38Updated 6 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆40Updated 2 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- a python module and user interface of a user-defined Barra risk model☆11Updated 5 years ago
- 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。☆19Updated 6 years ago
- Risk Parity and Factors Model on multi asseet management☆18Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- ☆12Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- my first factor-stock-selecting backtest function☆18Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆41Updated 4 years ago
- 量化研究-多因子模型☆18Updated last year
- Backtrader量化策略研报复现☆25Updated 2 years ago
- 沪深300指数增强模型☆75Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆75Updated 4 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…☆57Updated 3 years ago
- Quant_Strategy☆24Updated last year
- 基于聚宽平台,探索分钟级的高频交易☆31Updated 4 years ago
- 因子构建、单因子测试☆66Updated 3 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☆116Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆54Updated 2 years ago
- 多因子选股框架☆21Updated 3 years ago
- Risk_Parity strategy 风险平价☆22Updated 4 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Updated 4 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆25Updated 5 years ago
- 基于机器学习的多因子研究框架☆13Updated 4 years ago