☆20Mar 23, 2020Updated 6 years ago
Alternatives and similar repositories for Barra_factor_model
Users that are interested in Barra_factor_model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 7 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆27Jan 5, 2023Updated 3 years ago
- Package to build risk model for factor pricing model☆30Jul 26, 2024Updated last year
- Classes for analysing and implementing equity portfolios in R.☆17Aug 19, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆124Jan 15, 2020Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆178Aug 21, 2018Updated 7 years ago
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- One factor Vasicek model in Python.☆12Aug 4, 2023Updated 2 years ago
- This is the behavior scorecard, which includes three modules, including data processing, establishment of score card and effect evaluatio…☆19May 21, 2019Updated 7 years ago
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆19Nov 15, 2021Updated 4 years ago
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- private repository that test akinterpreter code☆20Jan 23, 2025Updated last year
- Conditional time series forecasting with convolutional neural networks☆12Jan 3, 2021Updated 5 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆11Apr 8, 2022Updated 4 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- QIFI协议下的Account实现☆27Sep 3, 2021Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- ETF Portfolio Manager using Policy Gradient (Reinforcement Learning)☆20Jun 16, 2018Updated 8 years ago
- Backtrader量化策略研报复现☆33Feb 23, 2022Updated 4 years ago
- Fundamental Factor Model based on Bloomberg☆11Mar 30, 2017Updated 9 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- End-to-end tool for performing portfolio optimization on a given set of assets and historical stock data.☆12Sep 17, 2023Updated 2 years ago
- EHR datasets preprocessing scripts☆11Jan 31, 2024Updated 2 years ago
- Pre-trained grapheme-to-phoneme (G2P) models☆26Jul 27, 2021Updated 4 years ago
- Study in eICU-CRD about vancomycin and associated nephrotoxicity☆10Mar 3, 2023Updated 3 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- 飞哥传说☆16Nov 3, 2023Updated 2 years ago
- 各种因子和量化技术的实现与研究，例如Alpha191☆15Feb 21, 2024Updated 2 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- Source code of ME2Vec.☆14Jun 26, 2023Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Recurrent Neural Filters for Time Series Prediction☆23Mar 27, 2020Updated 6 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated 2 years ago
- Introduction to Portfolio Construction and Analysis with Python - Coursera☆27Dec 30, 2020Updated 5 years ago
- ☆11Oct 24, 2025Updated 8 months ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆76Dec 20, 2017Updated 8 years ago
- Replicate Barra CNE5 multi-factor model and conduct portfolio risk analysis☆16Jun 17, 2025Updated last year
- 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…☆80Dec 11, 2020Updated 5 years ago