计算Barra因子及其收益率
☆13Apr 8, 2022Updated 4 years ago
Alternatives and similar repositories for Barra
Users that are interested in Barra are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆16Nov 13, 2023Updated 2 years ago
- Replicate Barra CNE5 multi-factor model and conduct portfolio risk analysis☆22Jun 17, 2025Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆78Dec 20, 2017Updated 8 years ago
- ☆14Aug 25, 2017Updated 9 years ago
- ☆11Jul 25, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Backtest Framework designed by YuminQuant&Yumin.☆26Aug 18, 2024Updated 2 years ago
- Barra CNE6 因子构建☆385Jan 20, 2020Updated 6 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆23Mar 20, 2024Updated 2 years ago
- 利用MCTS+LLM因子挖掘的论文复现☆30Jul 23, 2025Updated last year
- Book - Machine Learning and Deep Learning with Python and TensorFlow☆16Apr 6, 2021Updated 5 years ago
- Implemented some mathematical processings used in the Barra risk model☆44Apr 11, 2023Updated 3 years ago
- 《Python高并发与高性能编程：原理、特性与实践》随书代码仓库。☆12Nov 6, 2023Updated 2 years ago
- 基于RQAlpha的多因子量化策略框架，由本人开发，是一个完整的量化投资解决方案。该框架集成了因子库管理（包括量价因子、基本面因子和复合因子）、数据处理（去极值、标准化、中性化）、因子测试（单因子分析、多因子集中测试、共线性分析）以及策略构建（资产配置、参数优化、回测分析）…☆44Aug 12, 2025Updated last year
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ETF交易☆12May 20, 2022Updated 4 years ago
- End-to-end portfolio optimization (MVO), Risk Parity, Black–Litterman, regime targeting☆10Sep 18, 2025Updated last year
- Estrategia básica para trading con backtrader y optuna.☆10Jul 7, 2022Updated 4 years ago
- 深度学习入门2 自然语言处理(NLP)篇 一书源代码的 jupyter 版（https://github.com/oreilly-japan/deep-learning-from-scratch-2）☆19Apr 25, 2019Updated 7 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆107Apr 29, 2026Updated 6 months ago
- ☆10Sep 4, 2022Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated 2 years ago
- Create datasets with different graphs but the same statistics☆23Jun 15, 2021Updated 5 years ago
- ☆10May 2, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- StockTreading☆14Dec 27, 2025Updated 10 months ago
- ☆11Dec 31, 2023Updated 2 years ago
- Introduction to Python Programming for Data Science☆40Oct 3, 2023Updated 3 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…☆83Dec 11, 2020Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 7 years ago
- Code for the NPJ AI paper "How Large Language Models Encode Theory-of-Mind: A Study on Sparse Parameter Patterns"☆11Nov 9, 2025Updated 11 months ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Equity return and characteristics of China A-Share market☆33Dec 21, 2023Updated 2 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Stock factor mining with CNN and GRU.☆76Dec 23, 2022Updated 3 years ago
- Solves a Sudoku puzzle using a genetic algorithm.☆23Apr 26, 2020Updated 6 years ago
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated last month
- ☆11Oct 24, 2025Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- RNN - Stock Prediction Model using Attention Multilayer Recurrent Neural Networks with LSTM Cells☆38Sep 6, 2017Updated 9 years ago