sfl666 / option_tools
期权隐含波动率/历史波动率
☆189Updated 2 years ago
Alternatives and similar repositories for option_tools:
Users that are interested in option_tools are comparing it to the libraries listed below
- 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
- 中国波指的计算☆132Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆162Updated 6 years ago
- ☆190Updated 4 years ago
- Barra Multifactor Model☆138Updated 5 years ago
- ☆75Updated 4 years ago
- Barra-Multiple-factor-risk-model☆135Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆121Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆89Updated 5 years ago
- 因子构建、单因子测试☆69Updated 3 years ago
- ☆141Updated 3 months ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆105Updated 3 years ago
- 以wind为数据源的基金单期brinson业绩归因☆79Updated 5 years ago
- Basic template for managing Backtrader backtests.☆173Updated 3 years ago
- Python Backtesting library for OnePiece in trading.☆309Updated 5 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☆40Updated last year
- 基于vnpy的ctp接口的python3版本简单示例☆73Updated 5 years ago
- Barra CNE6 因子构建☆276Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 中国版技术指标☆163Updated last year
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆117Updated last year
- 沪深300指数增强模型☆78Updated 5 years ago
- Backtester, old version, only for stock, abandoned!☆20Updated 7 years ago
- Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…☆92Updated last year
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆299Updated last year
- ☆105Updated 5 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
- 基于掘金+万得+聚宽的多因子策略开发框架☆215Updated 2 years ago
- 因子回测框架☆108Updated last year