quantasset / factorset
factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。
☆39Updated 6 years ago
Alternatives and similar repositories for factorset:
Users that are interested in factorset are comparing it to the libraries listed below
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆77Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years 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…☆58Updated 4 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆125Updated 5 years ago
- 基于streamlit的因子分析app☆55Updated 11 months ago
- 多因子模型相关☆22Updated 3 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆88Updated 5 years ago
- 因子构建、单因子测试☆70Updated 3 years ago
- ☆20Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆92Updated 4 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☆121Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 获取经典的量化多因子模型数据☆66Updated 3 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 6 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- Performance analysis of predictive (alpha) stock factors☆29Updated 3 years ago
- 量化数据下载更新工具,请参考ddump项目☆36Updated 5 years ago
- Backtrader量化策略研报复现☆27Updated 2 years ago
- stock☆84Updated 3 years ago
- 资产配置方案项目☆29Updated 4 years ago
- ☆48Updated last year
- lightweight backtester☆27Updated last month
- Just another backtester☆20Updated last month
- ☆37Updated 2 years ago
- 量化研究-多因子模型☆19Updated last year
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆44Updated 2 years ago