saturn-lab / FBDQA-2020S
Financial Big Data and Quantitative Analytics
☆31Updated 4 years ago
Alternatives and similar repositories for FBDQA-2020S:
Users that are interested in FBDQA-2020S are comparing it to the libraries listed below
- a python module and user interface of a user-defined Barra risk model☆11Updated 5 years ago
- Financial Big Data and Quantitative Analytics, Spring 2020☆37Updated 4 years ago
- 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☆26Updated 6 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- QTA2020内培 github存档☆45Updated 3 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…☆62Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 北京大学量化交易协会2019级培训课件及代码☆153Updated 5 years ago
- 提取金融相关领域研究报告的主要结论(key idea)☆59Updated 6 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☆121Updated 4 years ago
- [iewoai]量化投资学习,多因子、三因子、五因子、索罗斯投资策略☆58Updated 4 years ago
- python量化分析股票的投资组合☆19Updated 7 years ago
- 利用Wind API更新周频与月频因子☆11Updated 5 years ago
- ☆13Updated 5 years ago
- Constructing Financial Sentimental Factors in Chinese Market Using Techniques of Natural Language Processing☆110Updated 5 years ago
- 量化投资单因子分析☆20Updated 5 years ago
- ☆15Updated 3 years ago
- Quantlib是一个个人维护、使用的量化模块,主要用于金融数据的获取、清洗、变换和分析等功能。☆21Updated 6 years ago
- 基于QFactor模型的A股实证研究☆17Updated 5 years ago
- 本次课程掌握量化投资的核心理念,带我们安装Python开源量化研究工具,熟悉基础语法、数据处理、交易策略等,基本面因子与多因子组合分析、技术分析CTA策略、引擎回测交易策略、实时模拟执行选股与择时策略等等不在话下。☆17Updated 6 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 6 years ago
- 威廉·欧奈尔的CANSLIM☆25Updated 6 years ago
- 一些研报的复现☆12Updated 6 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
- Data Adapter for Windpy☆34Updated 7 years ago
- 一套基于SVM与现代投资组合理论的量化框架☆28Updated 4 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- 中国的Quant相关资源索引☆9Updated 5 years ago
- 量化交易中twap和vwap算法的简单实 现☆55Updated 7 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☆41Updated last year