lc-sysbs / alpha101Links
基于万矿平台,对alpha101因子进行测试并构造多因子策略
☆92Updated 5 years ago
Alternatives and similar repositories for alpha101
Users that are interested in alpha101 are comparing it to the libraries listed below
Sorting:
- 因子构建、单因子测试☆71Updated 4 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- Barra Multifactor Model☆144Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆164Updated 6 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆114Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 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…☆64Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆125Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Barra-Multiple-factor-risk-model☆139Updated 8 years ago
- ☆194Updated 4 years ago
- Python Data Analysis and Financial Calculation☆65Updated 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☆123Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- 因子回测框架☆112Updated last year
- 多因子模型相关☆22Updated 3 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆26Updated 2 years ago
- High frequency factors based on order and trade data.☆50Updated last year
- Barra CNE6 因子构建☆295Updated 5 years ago
- codegen from expression to others, such as polars, pandas☆124Updated this week
- ☆143Updated last month
- 获取经典的量化多因子模型数据☆79Updated 3 years ago
- It is suitable for beginners☆47Updated 4 years ago
- 基于streamlit的因子分析app☆68Updated last month
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆46Updated 3 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆60Updated last year
- stock☆89Updated 3 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆205Updated 4 years ago