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☆14Dec 9, 2016Updated 9 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- Expected Shortfall Backtesting☆13Sep 3, 2023Updated 2 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆15Dec 3, 2020Updated 5 years ago
- 中国波动率指数IVIX（CBOE volatility index）☆27May 25, 2021Updated 4 years ago
- 量化投资探索指数基金定投的策略☆11Oct 21, 2017Updated 8 years ago
- Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models☆14Mar 11, 2026Updated last week
- 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
- 系统性风险指标计算☆10Apr 20, 2020Updated 5 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
- Code for ACL22 short Paper "Hierarchical Curriculum Learning for AMR Parsing"☆13Jun 1, 2022Updated 3 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- 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
- 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
- ☆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
- Info for Columbia Business School MSFE students☆19Mar 4, 2026Updated 2 weeks ago
- 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
- 优矿量化投资代码☆14Sep 15, 2017Updated 8 years ago
- GBDT for regression☆10Dec 16, 2018Updated 7 years ago
- When you want to be a brilliant man, you should write down something interesting thing for recall.☆12Dec 18, 2022Updated 3 years ago
- Code for "Fine-Tuning by Curriculum Learning for Non-Autoregressive Neural Machine Translation"☆13Jul 10, 2020Updated 5 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☆12May 8, 2019Updated 6 years ago
- ☆58Sep 26, 2023Updated 2 years ago
- From Easy to Hard: A Dual Curriculum Learning Framework for Context-Aware Document Ranking☆14Oct 25, 2022Updated 3 years ago
- Code of the COLING22 paper "uChecker: Masked Pretrained Language Models as Unsupervised Chinese Spelling Checkers"☆19Aug 17, 2022Updated 3 years ago
- 一些简单的量化投资课程☆15Oct 6, 2018Updated 7 years ago
- 机器学习与推荐系统☆11Oct 20, 2021Updated 4 years ago
- 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
- ☆15Mar 15, 2022Updated 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