ququcai / optionLinks
二叉树、CRR、期权定价、美式期权、欧式期权
☆46Updated 6 years ago
Alternatives and similar repositories for option
Users that are interested in option are comparing it to the libraries listed below
Sorting:
- Provide risk forecasts by Barra China Equity Model☆173Updated 7 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…☆75Updated 5 years ago
- Barra-Multiple-factor-risk-model☆147Updated 8 years ago
- Barra Multifactor Model☆159Updated 5 years ago
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆43Updated 2 years ago
- Machine Learning-Driven Quantamental Investing☆141Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆123Updated 5 years ago
- 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
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆71Updated 8 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆130Updated 2 years ago
- 因子构建、单因子测试☆72Updated 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☆125Updated 5 years ago
- Implementation of 5-factor Fama French Model☆137Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆85Updated 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☆94Updated 6 years ago
- 期权隐含波动率/历史波动率☆196Updated 3 years ago
- DCC GARCH modeling in Python☆101Updated 5 years ago
- ☆150Updated 8 months ago
- 因子回测框架☆141Updated 2 years ago
- 沪深300指数增强模型☆88Updated 6 years ago
- This repository hosts my reading notes for academic papers.☆95Updated 4 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- Backtrader量化策略研报复现☆33Updated 3 years ago
- ☆213Updated 5 years ago
- 多因子策略回测框架☆33Updated 6 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆40Updated 3 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆108Updated 4 years ago
- Barra CNE6 因子构建☆345Updated 5 years ago
- 量化开发 多因子选股模型☆139Updated 7 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆79Updated 7 years ago