上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险
☆28Nov 29, 2018Updated 7 years ago
Alternatives and similar repositories for efficient_frontier
Users that are interested in efficient_frontier are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- SVM for stock/index prediction☆15Dec 9, 2016Updated 9 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆28Jan 28, 2021Updated 5 years ago
- Maths-based (quantitative) asset allocation (stocks and bonds)☆15Mar 17, 2026Updated 3 weeks ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 中国波动率指数IVIX(CBOE volatility index)☆28May 25, 2021Updated 4 years ago
- See how cluster analysis help us to get rid of the sea of financial metrics during portfolio construction☆13Jul 9, 2020Updated 5 years ago
- 抓取国家统计局数据☆13May 4, 2016Updated 9 years ago
- python量化分析股票的投资组合☆18Jul 12, 2017Updated 8 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 3 years ago
- a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标,用多因子模型给股票“打分”诊断☆28Sep 18, 2019Updated 6 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆23Mar 20, 2024Updated 2 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- 金融文本中的原因事件☆26Mar 16, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 4 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 years ago
- Notebooks that support https://python-advanced.quantecon.org☆20Updated this week
- PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by …☆17Jan 11, 2021Updated 5 years ago
- Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.☆11Jan 10, 2019Updated 7 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- Implementation and tests of MAMR and PAMR active portfolio management for binance cryptocurrency assets.☆18Feb 19, 2023Updated 3 years ago
- Implementation of the psquare algorithm for quantile value estimation☆10Apr 21, 2024Updated last year
- 用于给个人投资者提供量化投资建议的智 能投顾平台☆12May 10, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 基于天天基金网站的爬虫。主要通过四分卫法和其他相关指标,筛选出基金池,仅供参考。☆14Dec 16, 2018Updated 7 years ago
- 优矿量化投资代码☆14Sep 15, 2017Updated 8 years ago
- GBDT for regression☆10Dec 16, 2018Updated 7 years ago
- Deep Learning Cookbox☆10Oct 6, 2018Updated 7 years ago
- Conjuntos de funciones realizadas y recopiladas por mí durante la carrera.☆11Aug 2, 2022Updated 3 years ago
- 企业投资价值评估第六名,团队名:xyr☆13May 8, 2019Updated 6 years ago
- ☆58Sep 26, 2023Updated 2 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆42Jun 26, 2020Updated 5 years ago
- 一些简单的量化投资课程☆15Oct 6, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 量化投资单因子分析☆22Aug 29, 2019Updated 6 years ago
- 本项目主要是对2008年1月1日-2021年12月31日我国1343家非金融企业的系统性风险进行测度并对风险传染机制进行分析,其主要内容包含以下两个部分:(1)基于DCC-GARCH模型的系统性风险(MES)测度,(2)复杂网络的抗毁性分析☆15May 28, 2022Updated 3 years ago
- Python和R语言应用案例,提供1年的图书馆借阅数据,并进行大数据分析。☆35Jun 24, 2018Updated 7 years ago
- 华中科技大学2020级研究生数值分析☆22Jul 6, 2021Updated 4 years ago
- 趴一下东方财富网的行业研究报告☆19May 25, 2021Updated 4 years ago
- 投资/财务相关的小工具☆20Mar 17, 2018Updated 8 years ago
- a new simulator for statistical arbitrage☆15Sep 12, 2015Updated 10 years ago