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

• rosie068 / BARRA_risk
  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
• coamo2 / Barra
  Barra Multifactor Model
  ☆139Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆162Updated 6 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆136Updated 7 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆79Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆69Updated 3 years ago
• RicardoMYang / FactorAnalysis
  多因子策略回测框架
  ☆32Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆109Updated last year
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆78Updated 5 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆58Updated 2 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆43Updated 5 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆108Updated 3 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated 2 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆121Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• FinHackCN / xlib
  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
  ☆45Updated 2 years ago
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 2 years ago
• ACEACEjasonhuang / gplearnplus
  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
  ☆58Updated last year
• YTZzzzz / cne5_factors
  ☆13Updated 6 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆283Updated 5 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆35Updated 2 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆127Updated 4 years ago
• Tingqin-D / basic_codes_for_quant
  ☆58Updated last year
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 5 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆91Updated 5 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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。
  ☆120Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 7 months ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆28Updated 3 years ago