sethlsx / TushareLinks
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:
- RFS2020年论文Emperical asset pricing via machine learning复现☆24Updated 3 years ago
- ☆59Updated last year
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆35Updated 4 years ago
- empirical asset pricing☆45Updated last year
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆94Updated 11 months ago
- 武汉大学金融科技研讨班☆338Updated this week
- Equity return and characteristics of China A-Share market☆20Updated last year
- 因子回测框架☆115Updated last year
- 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☆70Updated 11 months ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 2 years ago
- Stochastic calculus handbook pdf☆38Updated last year
- 基于Python的金融分析与风险管理(第二版) 代码☆23Updated last year
- Machine learning methods for identifing investment factors☆20Updated 3 years ago
- convertible bond pricing project based on Monte Carlo simulation☆12Updated last year
- An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data.☆17Updated last year
- 陈强高级计量经济学笔记,使用python、matlab实现各模型估计☆127Updated 4 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆103Updated 6 years ago
- A Chinese financial sentiment word dictionary☆169Updated 3 years ago
- Machine Learning-Driven Quantamental Investing☆132Updated 5 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)☆113Updated 2 months ago
- 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 3 years ago
- ☆28Updated last year
- Barra CNE6 因子构建☆299Updated 5 years ago
- 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)☆53Updated this week
- Exercises for Analysis of Financial Time Series, 3rd☆23Updated 8 years ago
- BSc Thesis on the Garch-Midas model☆27Updated 3 years ago
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆207Updated 5 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated last year
- 华泰金工研究报告☆182Updated 2 years ago
- Info for Columbia Business School MSFE students☆17Updated last year