Alternatives and similar repositories for BARRA_risk

Users that are interested in BARRA_risk are comparing it to the libraries listed below

• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆71Updated 8 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆148Updated 8 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆160Updated 5 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆173Updated 7 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆89Updated 6 years ago
• lc-sysbs / alpha101
  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
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• Scorpi000 / QuantStudio
  ☆150Updated last week
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆99Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆72Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆69Updated 3 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆87Updated 6 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆67Updated 6 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆123Updated 6 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆141Updated 2 years ago
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆65Updated last year
• Jensenberg / volatility-and-option
  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
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆12Updated 6 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆55Updated 6 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆141Updated 5 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆70Updated 2 years ago
• han14466 / gplearn_stock_dataframe
  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。
  ☆21Updated last year
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆36Updated 2 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆142Updated 2 years ago
• xcycharles / stock
  stock
  ☆95Updated 4 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆13Updated 7 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆34Updated 3 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆67Updated 5 years ago
• Congyuwang / AlphaNetV3
  Recurrent Neural Network for predicting Stock Returns
  ☆123Updated 4 years ago