qta2019 / QtaTraining2019Links
北京大学量化交易协会2019级培训课件及代码
☆164Updated 6 years ago
Alternatives and similar repositories for QtaTraining2019
Users that are interested in QtaTraining2019 are comparing it to the libraries listed below
Sorting:
- 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。☆254Updated last year
- 量化投资☆252Updated 6 years ago
- 华泰金工研究报告☆225Updated 2 years ago
- 我的多因子模型、量化投资沙盒☆188Updated 2 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆110Updated 6 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…☆152Updated 5 years ago
- 因子回测框架☆141Updated 2 years ago
- ☆191Updated 2 years ago
- 获取经典的量化多因子模型数据☆91Updated 4 years ago
- 武汉大学金融科技研讨班☆367Updated this week
- 量化开发 多因子选股模型☆139Updated 7 years ago
- ☆213Updated 5 years ago
- QTA2020内培 github存档☆46Updated 4 years ago
- Barra CNE6 因子构建☆345Updated 5 years ago
- Barra Multifactor Model☆159Updated 5 years ago
- ☆59Updated 2 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☆232Updated 5 years ago
- 我的量化交易学习实践代码☆261Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆363Updated last year
- 多因子策略回测框架☆33Updated 6 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆125Updated 4 years ago
- [iewoai]量化投资学习,多因子、三因子、五因子、索罗斯投资策略☆69Updated 5 years ago
- 沪深300指数增强模型☆88Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆173Updated 7 years ago
- 北京大学量化交易协会21级内培存档☆81Updated 4 years ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆222Updated 3 years ago
- 分享量化投资相关的论文,代码和代码复现。☆87Updated 2 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆43Updated 2 years ago