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
☆44Sep 16, 2023Updated 2 years ago
Alternatives and similar repositories for Campisi-Fixed-Income-Performance-Attribution-Model
Users that are interested in Campisi-Fixed-Income-Performance-Attribution-Model are comparing it to the libraries listed below
Sorting:
- 以wind为数据源的基金单期brinson业绩归因☆87Jan 23, 2020Updated 6 years ago
- 基金筛选系统升级☆18Nov 29, 2021Updated 4 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。☆23May 8, 2018Updated 7 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 5 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 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…☆78Dec 11, 2020Updated 5 years ago
- a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标，用多因子模型给股票“打分”诊断☆28Sep 18, 2019Updated 6 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Feb 16, 2021Updated 5 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆32Oct 30, 2023Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Oct 11, 2022Updated 3 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 2 years ago
- ☆10Nov 29, 2019Updated 6 years ago
- 基金估值表，深度分析☆36Nov 18, 2020Updated 5 years ago
- 股票/基金/债券的相关信息的协助应用。开发原因主要是不想装太多app，比如集思录，蛋卷之类的，把他们部分数据集合到这个app上☆11Sep 15, 2021Updated 4 years ago
- Copy a pandas DataFrame to the clipboard with one click☆12Apr 16, 2020Updated 5 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated last year
- Large-screen visualization template（大屏可视化模板）☆12Apr 22, 2021Updated 4 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆12Jan 13, 2018Updated 8 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- 本课题完成了对5日均线涨跌的预测，运用支持向量机与逻辑回归的机器学习方法☆10May 10, 2017Updated 8 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- DeepThought is an algorithmic cryptocurrency trading bot.☆13Aug 28, 2021Updated 4 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Streaming order book data using TD Ameritrade API☆12Mar 3, 2022Updated 3 years ago
- Sample configuration for embedding JupyterHub in your website and serving ephemeral single-user notebooks on Kubernetes☆11Feb 22, 2018Updated 8 years ago
- Explore Chicago ticket data.☆10Dec 8, 2022Updated 3 years ago
- ☆11Jul 9, 2022Updated 3 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆15Dec 2, 2023Updated 2 years ago
- A Value Investment Strategy That Combines Security Selection And Market Timing Signals☆10Sep 8, 2019Updated 6 years ago
- This is a macro database of 570.000+ data series containing International Data (150+ countries), Interest Rates, Inflation, Monetary Data…☆15Apr 11, 2022Updated 3 years ago
- Market Data Build for Tick By Tick Data☆11Dec 1, 2023Updated 2 years ago
- 使用 RxJS 与 React 实现一个 SQL 编辑器☆11May 12, 2019Updated 6 years ago
- 自用青龙库☆13Jul 16, 2025Updated 7 months ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated 3 weeks ago
- qafactor-rs的release version☆10Feb 22, 2021Updated 5 years ago
- ☆17Feb 19, 2023Updated 3 years ago
- onlyoffice 破解版，支持x86和arm64架构，arm架构切换到arm分支即可☆14Dec 16, 2022Updated 3 years ago