jiangtiantu / factorhubLinks
☆209Updated 5 years ago
Alternatives and similar repositories for factorhub
Users that are interested in factorhub are comparing it to the libraries listed below
Sorting:
- Provide risk forecasts by Barra China Equity Model☆168Updated 7 years ago
- ☆150Updated 6 months ago
- Barra Multifactor Model☆151Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆353Updated last year
- 沪深300指数增强模型☆88Updated 6 years ago
- Barra CNE6 因子构建☆329Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆126Updated 3 years ago
- Barra-Multiple-factor-risk-model☆145Updated 8 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- 中国版技术指标☆182Updated last year
- 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
- 期权隐含波动率/历史波动率☆193Updated 3 years ago
- Basic template for managing Backtrader backtests.☆186Updated 3 years ago
- It is suitable for beginners☆48Updated 5 years ago
- ☆185Updated 2 years ago
- stock☆95Updated 4 years ago
- codegen from expression to others, such as polars, pandas☆137Updated last week
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- 量化开发 多因子选股模型☆139Updated 6 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- 基于streamlit的因子分析app☆83Updated 7 months 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
- backtrader接入国内期货实盘交易☆76Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- ☆188Updated 2 years ago
- 我的多因子模型、量化投资沙盒☆185Updated 2 years ago
- 101 alpha factors calculate based on Alpha101☆151Updated 6 years ago
- 因子回测框架☆134Updated 2 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago