Alternatives and similar repositories for MultipleFactorRiskModel:

Users that are interested in MultipleFactorRiskModel are comparing it to the libraries listed below

• 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
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆136Updated 7 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆162Updated 6 years ago
• 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
• alpha-miner / alpha-mind
  quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…
  ☆231Updated 2 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆39Updated 9 years ago
• jcrichard / pyrb
  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
  ☆125Updated last year
• Jensenberg / volatility-and-option
  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
  ☆121Updated 4 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
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 3 months ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• gzj1992 / Portfolio_Construction
  Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
  ☆40Updated 7 years ago
• quantasset / factorset
  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。
  ☆39Updated 6 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆131Updated 6 years ago
• PortfolioEffect / PE-HFT-Matlab
  MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
  ☆29Updated 9 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆140Updated 5 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆129Updated 4 years ago
• 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
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆139Updated 9 years ago
• FlyingOE / q_Wind
  kdb+/q interface library for Wind Quant API.
  ☆93Updated 2 years ago
• sfl666 / option_tools
  期权隐含波动率/历史波动率
  ☆189Updated 2 years ago
• Scorpi000 / QuantStudio
  ☆141Updated 3 months ago
• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆36Updated 7 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆70Updated 4 years ago
• ChannelCMT / QS
  CTA_Strategies
  ☆40Updated 7 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 8 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
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago