Alternatives and similar repositories for python_fundamentals

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

• lifulin / BaruchCPPHW
  Homework for Baruch C++ Programming for Financial Engineering Course
  ☆32Updated 5 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆378Updated 7 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆171Updated 7 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆122Updated 5 years ago
• Harvey-Sun / World_Quant_Alphas
  World Quant 101 alphas的计算和策略化
  ☆309Updated 8 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆157Updated 5 years ago
• edgetrader / esg-scores-analysis
  Stock selection and portfolio performance based on ESG Scores
  ☆14Updated 4 years ago
• gkeng / Listening-to-Chaotic-Whishpers--Code
  ☆58Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆146Updated 8 years ago
• Leefinance / Quantitative-finance-papers-using-deep-learning
  ☆160Updated 2 years ago
• gzj1992 / Portfolio_Construction
  Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
  ☆41Updated 8 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆140Updated 5 years ago
• Tingqin-D / basic_codes_for_quant
  ☆60Updated 2 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆73Updated 4 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆342Updated 5 years ago
• cole-brown / hangman
  hanman solver program for job interview
  ☆41Updated 13 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…
  ☆72Updated 5 years ago
• nicholashestand / Active_Portfolio_Management
  Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
  ☆108Updated 4 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆84Updated 5 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆42Updated 2 years ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆152Updated 5 years ago
• xialijun0801 / qfin
  Books for Quant Finance Interviews
  ☆82Updated 10 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆69Updated 8 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆92Updated 6 years ago
• tthustla / efficient_frontier
  Markowitz portfolio optimisation (efficient frontier) in Python
  ☆203Updated 7 years ago
• vedic-partap / Event-Driven-Stock-Prediction-using-Deep-Learning
  A deep learning method for event driven stock market prediction. Deep learning is useful for event-driven stock price movement predictio…
  ☆209Updated 6 years ago
• jcrichard / pyrb
  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
  ☆130Updated 2 years ago
• YTZzzzz / cne5_factors
  ☆13Updated 7 years ago
• JINGEWU / Stock-Market-Trend-Analysis-Using-HMM-LSTM
  Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory
  ☆313Updated 3 years ago
• jiangtiantu / factorhub
  ☆211Updated 5 years ago