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 8 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
Sorting:
- 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。☆52Updated 7 years ago
- 获取经典的量化多因子模型数据☆76Updated 3 years ago
- 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
- 复现致敬大神的周频选股☆21Updated 2 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☆121Updated 4 years ago
- Risk_Parity strategy 风险平价☆25Updated 5 years ago
- nextgenereation data solution / 下一代数据解决方案☆23Updated 5 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- backtrader adapted for Chinese stock market☆71Updated 7 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率 、最低风险☆26Updated 6 years ago
- QIFI协议下的Account实现☆27Updated 3 years ago
- ☆15Updated 6 years ago
- CTA_Strategies☆41Updated 7 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- a new version of pyktrader☆40Updated 2 months ago
- 量化投资单因子分析☆20Updated 5 years ago
- 自动化Tushare数据获取和MySQL储存☆60Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- QUANTAXIS 实盘模块☆12Updated 7 years ago
- vn.py到天勤行情的接口☆31Updated 7 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
- 获取股票期货等数据☆57Updated 5 years ago
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆32Updated 3 years ago
- 计算中国A股所有股票的3年平均财务指标☆48Updated last year
- 金融量化数据库构建☆82Updated last year