Alternatives and similar repositories for QtaTraining2020

Users that are interested in QtaTraining2020 are comparing it to the libraries listed below

• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆92Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆89Updated 6 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆87Updated 2 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆54Updated 6 years ago
• rosie068 / BARRA_risk
  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…
  ☆76Updated 5 years ago
• qta2019 / QtaTraining2019
  北京大学量化交易协会2019级培训课件及代码
  ☆164Updated 6 years ago
• lc-sysbs / alpha101
  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
• dkl0707 / QuantDatabase
  金融量化数据库构建
  ☆92Updated last year
• xcycharles / stock
  stock
  ☆96Updated 4 years ago
• MuuYesen / trade-learn
  机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop
  ☆67Updated 5 months ago
• Jensenberg / volatility-and-option
  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
  ☆125Updated 5 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 6 years ago
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆23Updated 7 years ago
• knotgd / option_data
  期权行情数据获取，包括实时tick数据，分钟数据，k线数据
  ☆49Updated 2 years ago
• piginzoo / mfm_learner
  我的多因子模型、量化投资沙盒
  ☆188Updated 2 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆72Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆72Updated 8 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆70Updated 2 years ago
• Ckend / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆29Updated 4 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆34Updated 3 years ago
• Congyuwang / AlphaNetV3
  Recurrent Neural Network for predicting Stock Returns
  ☆123Updated 4 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆36Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆141Updated 2 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆99Updated 5 years ago
• yutiansut / QAFactor_Alpha101
  alpha101 的 quantaxis 适配版本
  ☆50Updated 4 years ago
• Scorpi000 / QuantStudio
  ☆150Updated this week
• PanAndy / quant_share
  量化投资学习过程中的开源内容
  ☆60Updated 3 years ago
• jrothschild33 / Black-Litterman-Model
  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
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆90Updated 9 months ago
• syesww / Single_Factor_Research
  我自己的单因子研究框架
  ☆29Updated 2 years ago