sethlsx / Tushare
Try to replicate the result from Size and Value in China
☆11Updated last year
Alternatives and similar repositories for Tushare
Users that are interested in Tushare are comparing it to the libraries listed below
Sorting:
- ☆58Updated last year
- RFS2020年论文Emperical asset pricing via machine learning复现☆24Updated 3 years ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆35Updated 4 years ago
- 武汉大学金融科技研讨班☆329Updated last week
- Machine Learning-Driven Quantamental Investing☆131Updated 4 years ago
- Code and Data for Harold's Quant Channel Factor Training Series 哈罗德的量化频道 --- 因子实战系列全部 数据+代码文件☆63Updated 10 months ago
- 因子回测框架☆111Updated last year
- ☆28Updated last year
- 基于Python的金融分析与风险管理(第二版) 代码☆21Updated last year
- Artificial Intelligence & Python Programming Course in Renmin University of China (中国人民大学-葛雷老师金融人工智能建模课程)☆50Updated this week
- 一个基于中国市场的Fama-French五因子实证研究☆35Updated 2 years ago
- A Chinese financial sentiment word dictionary☆165Updated 3 years ago
- 陈强高级计量经济学笔记,使用python、matlab实现各模型估计☆123Updated 4 years ago
- 华泰金工研究报告☆173Updated 2 years ago
- An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data.☆16Updated 11 months ago
- Stochastic calculus handbook pdf☆35Updated last year
- 本项目为深度学习在多因子量化选股中的一种实践☆99Updated 6 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆88Updated 10 months ago
- empirical asset pricing☆45Updated last year
- ☆13Updated 6 years ago
- 量化投资学习资料整理:学界(行为金融、投资者情绪、常用程序函数,etc);业界(公开资料整理,数据源,回测框架,卖方金工研报及复现,量化研究学习路线,etc)☆23Updated last year
- 北京大学量化交易协会2019级培训课件及代码☆153Updated 5 years ago
- 量化投资入门资料整理:1.多因子股票量化框架开源教程 2.学术界和业界的经典资料收录☆556Updated 4 months ago
- convertible bond pricing project based on Monte Carlo simulation☆12Updated last year
- Machine learning methods for identifing investment factors☆20Updated 3 years ago
- 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…☆141Updated 4 years ago
- 东方财富网股吧爬虫,爬取帖子及其评论的相关信息,并储存到数据库中(附详细操作说明)☆95Updated last month
- 本项目主要是对2008年1月1日-2021年12月31日我国1343家非金融企业的系统性风险进行测度并对风险传染机制进行分析,其主要内容包含以下两个部分:(1)基于DCC-GARCH模型的系统性风险(MES)测度,(2)复杂网络的抗毁性分析☆14Updated 2 years ago
- 金融大数据量化分析☆240Updated last year
- Barra CNE6 因子构建☆292Updated 5 years ago