lifulin / BaruchCPPHWLinks
Homework for Baruch C++ Programming for Financial Engineering Course
☆30Updated 4 years ago
Alternatives and similar repositories for BaruchCPPHW
Users that are interested in BaruchCPPHW are comparing it to the libraries listed below
Sorting:
- ☆16Updated 8 years ago
- Barra-Multiple-factor-risk-model☆142Updated 8 years ago
- Machine Learning-Driven Quantamental Investing☆133Updated 5 years ago
- Books for Quant Finance Interviews☆78Updated 9 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated 2 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆293Updated 4 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆101Updated 3 years ago
- World Quant 101 alphas的计算和策略化☆283Updated 8 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆134Updated 11 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆365Updated 7 years ago
- hanman solver program for job interview☆41Updated 12 years ago
- This repository hosts my reading notes for academic papers.☆88Updated 4 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…☆66Updated 4 years ago
- ☆13Updated 7 years ago
- 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…☆148Updated 5 years ago
- ☆152Updated 2 years ago
- 多因子模型相关☆22Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 6 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆16Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- High frequency factors based on order and trade data.☆56Updated last year
- 1st Place submission in the annual Citadel SoCal Data Open☆23Updated 6 years ago
- Implementation of 5-factor Fama French Model☆129Updated 4 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆71Updated 2 years ago
- High Frequency Trading☆109Updated 7 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)☆70Updated last year
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago