Alternatives and similar repositories for Barra_factor_model

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

• hanson-young / qlib-pg-ext
  qlib数据层backend支持pgsql数据库
  ☆12Updated last year
• qianyun210603 / qlib
  Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …
  ☆16Updated 5 months ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆81Updated 5 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆28Updated 3 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆44Updated 5 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…
  ☆64Updated 4 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆33Updated 5 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• wukan1986 / LightBT
  lightweight backtester
  ☆29Updated 4 months ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆11Updated 5 years ago
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆22Updated 4 years ago
• zhibzeng / quantlib
  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。
  ☆21Updated 7 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆76Updated 3 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆22Updated 4 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
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆65Updated 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
• dummydoo / Advanced-Algorithmic-Trading
  The book <Advanced Algorithmic Trading> and its source code
  ☆59Updated 7 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 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 …
  ☆63Updated 2 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆72Updated 3 weeks ago
• coremetro / Risk_Parity
  Risk_Parity strategy 风险平价
  ☆25Updated 5 years ago