hyzphbs / 2019.M2.BigData
☆18Updated this week
Related projects: ⓘ
- Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)☆65Updated 4 months ago
- ☆12Updated 6 years ago
- 多因子策略回测框架☆31Updated 4 years ago
- 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
- ☆15Updated 3 years ago
- Barra-Multiple-factor-risk-model☆125Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆116Updated 4 years ago
- ☆23Updated this week
- ☆20Updated 3 years ago
- 以wind为数据源的基金单期brinson业绩归因☆72Updated 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
- Provide risk forecasts by Barra China Equity Model☆157Updated 6 years ago
- 获取经典的量化多因子模型数据☆59Updated 2 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…☆127Updated 4 years ago
- Exercises for Analysis of Financial Time Series, 3rd☆22Updated 8 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆62Updated 6 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
- 多因子模型相关☆22Updated 3 years ago
- Black-Litterman Model in python☆15Updated 6 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆82Updated 5 years ago
- Barra Multifactor Model☆132Updated 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…☆54Updated 3 years ago
- 二叉树、CRR、期权定价、美式期权、欧式期权☆40Updated 5 years ago
- Quant_Strategy☆24Updated last year
- 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…☆30Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆31Updated 2 years ago
- 2018华泰证券暑期实习项目——利用深度学习为结构化产品定价的探索☆23Updated 5 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆18Updated 4 years ago
- This Model is created to describe the credit risk of a listed company☆22Updated 7 years ago
- Machine Learning-Driven Quantamental Investing☆114Updated 4 years ago