lonlonago / YTM-Sensitivity-Analysis-VaR
参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性)，以及单个债券及组合 VaR
☆18Updated 7 years ago
Alternatives and similar repositories for YTM-Sensitivity-Analysis-VaR:
Users that are interested in YTM-Sensitivity-Analysis-VaR are comparing it to the libraries listed below
- 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☆121Updated 4 years ago
- 获取经典的量化多因子模型数据☆71Updated 3 years ago
- nextgenereation data solution / 下一代数据解决方案☆23Updated 5 years ago
- QARandomPrice_TickPrice_by_OU process☆12Updated 4 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆31Updated 6 years ago
- 量化数据下载更新工具，请参考ddump项目☆36Updated 5 years ago
- QUANTAXIS 实盘模块☆12Updated 7 years ago
- quantaxis 实时行情采集/分发☆51Updated 4 years ago
- 一套基于SVM与现代投资组合理论的量化框架☆29Updated 4 years ago
- Funcat 将同花顺、通达信、文华财经麦语言等的公式写法移植到了 Python 中。☆31Updated 5 years ago
- 一个简单的qmt实盘服务器，配合finhack框架使用☆30Updated 11 months ago
- a new version of pyktrader☆40Updated last month
- factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。☆39Updated 6 years ago
- Chinese Index data for zipline benchmark☆15Updated 5 years ago
- QUANTAXIS 的示例demo☆43Updated 5 years ago
- 开放式的缠论python实现框架，支持形态学/动力学买卖点分析计算，多级别K线联立，区间套策略，可视化绘图，多种数据接入，策略开发，交易系统对接；☆17Updated last year
- Algorithmic trading☆22Updated 6 years ago
- Performance analysis of predictive (alpha) stock factors☆29Updated 3 years ago
- 数据转存工具☆14Updated last month
- 获取股票期货等数据☆57Updated 5 years ago
- 基于streamlit的因子分析app☆58Updated last year
- 重新造轮子构建投资组合框架，适合大类资产配置和股票交易。☆51Updated 6 years ago
- alpha101 的 quantaxis 适配版本☆44Updated 3 years ago
- backtrader adapted for Chinese stock market☆69Updated 7 years ago
- 计算中国A股所有股票的3年平均财务指标☆48Updated last year
- 中国波指的计算☆132Updated 6 years ago
- Omicron是Zillionare公共内核库。通过Omicron来访问行情数据、证券列表、时间计算☆10Updated 10 months ago
- Backtrader量化策略研报复现☆27Updated 3 years ago
- 复现致敬大神的周频选股☆19Updated 2 years ago
- 沪深300指数纯因子组合构建☆51Updated 5 years ago