saturn-lab / FBDQA-2020S

Related projects: ⓘ

• plouto-quants / FBDQA-2020S
  Financial Big Data and Quantitative Analytics, Spring 2020
  ☆36Updated 4 years ago
• Peimou / barra-risk-model
  a python module and user interface of a user-defined Barra risk model
  ☆11Updated 5 years ago
• xiaohaomao / text_extraction
  提取金融相关领域研究报告的主要结论(key idea)
  ☆59Updated 6 years ago
• ququcai / efficient_frontier
  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
• hongrubaiding / EstimateValueData
  基金估值表，深度分析
  ☆30Updated 3 years ago
• xyu5958 / study_market
  ☆17Updated this week
• ZJUguquan / FengjrCompetitionPrelim
  凤凰金融量化投资大赛初赛打榜4冠军——代码分享
  ☆24Updated 6 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆70Updated 6 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆72Updated 4 years ago
• iewoai / Quantitative-Investment_Learning
  [iewoai]量化投资学习，多因子、三因子、五因子、索罗斯投资策略
  ☆52Updated 4 years ago
• leewi9 / fudan_soe_quant_issues
  ☆23Updated this week
• Tsingchi-Chao / Financial_Analysis
  通过wind提取财务数据并进行财务分析
  ☆23Updated 3 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆31Updated 2 years ago
• HuYmoon / quantization
  量化投资单因子分析
  ☆20Updated 5 years ago
• YinChao126 / anack
  本项目致力于开发各种金融数据处理小工具，以实现基本面分析并提供投资建议
  ☆40Updated 5 years ago
• saturn-lab / FBDQA-2020A
  Financial Big Data and Quantitative Analytics, Autumn 2020.
  ☆56Updated 3 years ago
• hongrubaiding / fundPortfolio
  资产配置方案项目
  ☆27Updated 3 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆11Updated 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
  ☆39Updated 4 years ago
• zhibzeng / quantlib
  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
• rosie068 / BARRA_risk
  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…
  ☆54Updated 3 years ago
• czy1999 / Taidi2019_Adaboost
  2019泰迪杯B题，利用Adaboost模型对A股市场进行预测
  ☆40Updated 5 years ago
• rickyall / wolfquant
  重新造轮子构建投资组合框架，适合大类资产配置和股票交易。
  ☆49Updated 6 years ago
• xieenze / stock-quant
  python量化分析股票的投资组合
  ☆17Updated 7 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• Brian378935268 / multi-factors-model
  ☆13Updated this week
• algosenses / EastMoneySpider
  东方财富网股吧爬虫
  ☆43Updated 5 years ago
• jrothschild33 / Black-Litterman-Model
  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…
  ☆127Updated 4 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆59Updated 2 years ago
• zwdnet / stock
  股价预测程序，尝试各种模型。
  ☆32Updated 3 years ago