saturn-lab / FBDQA-2020S
Financial Big Data and Quantitative Analytics
☆31Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for FBDQA-2020S
- Financial Big Data and Quantitative Analytics, Spring 2020☆36Updated 4 years ago
- 提取金融相关领域研究报告的主要结论(key idea)☆60Updated 6 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☆25Updated 5 years ago
- a python module and user interface of a user-defined Barra risk model☆11Updated 5 years ago
- ☆12Updated 4 years ago
- 资产配置方案项目☆27Updated 4 years ago
- 量化投资单因子分析☆20Updated 5 years ago
- python量化分析股票的投 资组合☆18Updated 7 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆74Updated 6 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☆53Updated 4 years ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- Financial Big Data and Quantitative Analytics, Autumn 2020.☆56Updated 3 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 5 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。☆19Updated 6 years ago
- 一些研报的复现☆11Updated 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…☆57Updated 3 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆75Updated 4 years ago
- 爬取东方财富的宏观研究的研报，基于LSTM进行情感分析，分类为正向、负向和中性三类☆109Updated 2 years ago
- 根据东财股吧爬虫数据进行自然语言分析，展示股市热度☆103Updated 5 years ago
- ☆15Updated 3 years ago
- 关于量化交易的一些片段☆77Updated 4 years ago
- 金融量化数据库构建☆68Updated 9 months ago
- QTA2020内培 github存档☆42Updated 3 years ago
- 金融大数据量化分析☆215Updated 10 months ago
- 通过Wind数据库数据自动生成券商研报常规部分。☆27Updated 5 years ago
- 股价预测程序，尝试各种模型。☆33Updated 3 years ago
- 通过wind提取财务数据并进行财务分析☆23Updated 3 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆18Updated last year