ququcai / volatility_smile
计算上证50ETF期权隐含波动率并验证波动率微笑
☆32Updated 6 years ago
Alternatives and similar repositories for volatility_smile:
Users that are interested in volatility_smile are comparing it to the libraries listed below
- 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
- 多因子模型相关☆22Updated 3 years ago
- 沪深300指数增强模型☆77Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- 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
- 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
- It is suitable for beginners☆44Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆77Updated 5 years ago
- Backtrader量化策略研报复现☆27Updated 2 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
- 基于streamlit的因子分析app☆55Updated 11 months ago
- 多因子策略回测框架☆32Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 5 years ago
- 获取经典的量化多因子模型数据☆66Updated 3 years ago
- ☆20Updated 3 years ago
- 量化研究-多因子模型☆19Updated last year
- my first factor-stock-selecting backtest function☆21Updated 4 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☆39Updated last year
- 因子构建、单因子测试☆70Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆49Updated 2 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
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆75Updated 7 years ago
- 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
- 量化开发 多因子选股模型☆129Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- 一些研报的复现☆12Updated 6 years ago