nicholashestand / Active_Portfolio_ManagementLinks
Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
☆103Updated 4 years ago
Alternatives and similar repositories for Active_Portfolio_Management
Users that are interested in Active_Portfolio_Management are comparing it to the libraries listed below
Sorting:
- Barra-Multiple-factor-risk-model☆144Updated 8 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- This repository hosts my reading notes for academic papers.☆89Updated 4 years ago
- Barra Multifactor Model☆148Updated 5 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆295Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 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
- ☆148Updated 5 months 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…☆69Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆213Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆127Updated 2 years ago
- Implementation of 5-factor Fama French Model☆133Updated 4 years ago
- ☆204Updated 2 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆373Updated 7 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 3 years ago
- ☆112Updated 5 years ago
- 分享量化投资相关的论文，代码和代码复现。☆83Updated 2 years ago
- python implement for WorldQuant-Alpha101☆58Updated 7 years ago
- Barra CNE6 因子构建☆319Updated 5 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☆126Updated 5 years ago
- World Quant 101 alphas的计算和策略化☆298Updated 8 years ago
- Machine Learning-Driven Quantamental Investing☆139Updated 5 years ago
- stock☆95Updated 4 years ago
- High frequency factors based on order and trade data.☆65Updated last year
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆196Updated 2 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆97Updated last year