nicholashestand / Active_Portfolio_ManagementLinks
Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
☆101Updated 3 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☆142Updated 8 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- This repository hosts my reading notes for academic papers.☆88Updated 4 years ago
- ☆146Updated 3 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…☆66Updated 4 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆293Updated 4 years ago
- ☆108Updated 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
- 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
- stock☆89Updated 4 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…☆150Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Machine Learning-Driven Quantamental Investing☆134Updated 5 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆127Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆210Updated 4 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆187Updated 2 years ago
- High frequency factors based on order and trade data.☆57Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆64Updated 2 years ago
- Implementation of 5-factor Fama French Model☆129Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- ☆52Updated 8 years ago
- Recurrent Neural Network for predicting Stock Returns☆122Updated 3 years ago
- Python Data Analysis and Financial Calculation☆66Updated 5 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago