quantasset / factorsetLinks
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。
☆40Updated 7 years ago
Alternatives and similar repositories for factorset
Users that are interested in factorset are comparing it to the libraries listed below
Sorting:
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- 沪深300指数增强模型☆84Updated 5 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 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☆125Updated 4 years ago
- ☆195Updated 4 years ago
- ☆144Updated 2 months ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆78Updated 7 years ago
- 量化开发 多因子选股模型☆136Updated 6 years ago
- Barra-Multiple-factor-risk-model☆141Updated 8 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…☆65Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 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 5 years ago
- Python Data Analysis and Financial Calculation☆66Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- 基于streamlit的因子分析app☆72Updated 3 months ago
- CTA_Strategies☆43Updated 8 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- It is suitable for beginners☆48Updated 4 years ago
- stock☆89Updated 3 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- ☆52Updated last year
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago