iLampard / WindAdapterLinks
Data Adapter for Windpy
☆34Updated 7 years ago
Alternatives and similar repositories for WindAdapter
Users that are interested in WindAdapter are comparing it to the libraries listed below
Sorting:
- ☆128Updated 7 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。☆40Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆73Updated 7 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- 以wind为数据源的基金单期brinson业绩归因☆84Updated 5 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☆126Updated 5 years ago
- A utility for RQAlpha to directly use data(不需要在回测里而是直接调用 RQAlpha 的数据)☆41Updated 7 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 3 years ago
- CTA_Strategies☆47Updated 8 years ago
- 沪深300指数增强模型☆88Updated 6 years ago
- backtrader adapted for Chinese stock market☆70Updated 7 years ago
- Just another backtester☆22Updated 2 months ago
- alpha101 的 quantaxis 适配版本☆49Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- ☆52Updated 7 years ago
- Potato, a Pythonic Algorithmic Trading Framework☆66Updated 8 years ago
- zipline 是开源量化平台,但是当前zipline 并不支持A股的测试,很多在线平台如优矿,聚宽等都是基于zipline,本项目改进zipline,使得zipline支持A股测试☆27Updated 8 years ago
- zipline bundle for chinese exchanges☆69Updated 8 years ago
- ☆20Updated 4 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- ☆31Updated 7 years ago
- ☆209Updated 5 years ago
- ☆72Updated 6 years ago
- 把回测从vnpy抽出来,换成py3.5的,把wind的数据写进mongodb,数据结构参考vnpy的,增加遗传算法对策略的回测☆41Updated 7 years ago
- Holidays of Shanghai and Shenzhen stock exchanges☆148Updated 4 months ago
- QUANTAXIS 的示例demo☆43Updated 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…☆69Updated 4 years ago
- tools for alpha research☆23Updated 7 years ago