htdai / Campisi-Fixed-Income-Performance-Attribution-Model
Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
☆38Updated last year
Related projects ⓘ
Alternatives and complementary repositories for Campisi-Fixed-Income-Performance-Attribution-Model
- Barra Multifactor Model☆133Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- 因子构建、单因子测试☆66Updated 3 years ago
- 本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统 ，主要针对股指期货操作。☆100Updated 10 months ago
- 多因子策略回测框架☆31Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆160Updated 6 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…☆55Updated 3 years ago
- Barra-Multiple-factor-risk-model☆128Updated 7 years ago
- 因子回测框架☆89Updated last year
- Barra CNE6 因子构建☆248Updated 4 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆82Updated 5 years ago
- 沪深300指数增强模型☆73Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆75Updated 4 years ago
- 多因子模型相关☆21Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆119Updated 4 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆132Updated 4 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
- Machine Learning-Driven Quantamental Investing☆117Updated 4 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆32Updated 2 years ago
- 沪深300指数纯因子组合构建☆48Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆41Updated 4 years ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆53Updated 9 months ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆52Updated 2 years ago
- BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）☆91Updated 2 years ago
- It is suitable for beginners☆44Updated 4 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☆115Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆90Updated 4 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆74Updated 6 years ago
- ☆135Updated this week