nkuguanrui / FamaFrenchThreeFacorModelLinks
FamaFrench(1992)论文复现;FamaFrench三因子模型;python
☆37Updated 4 years ago
Alternatives and similar repositories for FamaFrenchThreeFacorModel
Users that are interested in FamaFrenchThreeFacorModel are comparing it to the libraries listed below
Sorting:
- 武汉大学金融科技研讨班☆342Updated last month
- ☆60Updated last year
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆41Updated last year
- 因子回测框架☆121Updated 2 years ago
- empirical asset pricing☆46Updated last year
- convertible bond pricing project based on Monte Carlo simulation☆13Updated 2 years ago
- Machine Learning-Driven Quantamental Investing☆133Updated 5 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 3 years ago
- RFS2020年论文Emperical asset pricing via machine learning复现☆25Updated 3 years ago
- Barra CNE6 因子构建☆305Updated 5 years ago
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆211Updated 5 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…☆148Updated 5 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆105Updated 6 years ago
- Quant_Strategy☆26Updated 2 years ago
- Barra-Multiple-factor-risk-model☆142Updated 8 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- Equity return and characteristics of China A-Share market☆20Updated last year
- 华泰金工研究报告☆187Updated 2 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆20Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆325Updated last year
- This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…☆12Updated last year
- Provide risk forecasts by Barra China Equity Model☆167Updated 6 years ago
- 量化投资☆230Updated 6 years ago
- ☆12Updated 3 years ago
- 中国人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。☆239Updated last year
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆129Updated last year
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆96Updated last year
- ☆28Updated last year
- ☆169Updated 2 years ago