slydg / Stock-Quantamental-Investing-AnalysisLinks
Using Python and Tushare financial database
☆29Updated last year
Alternatives and similar repositories for Stock-Quantamental-Investing-Analysis
Users that are interested in Stock-Quantamental-Investing-Analysis are comparing it to the libraries listed below
Sorting:
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- quantitative asset allocation strategy☆32Updated 8 months ago
- Design your own Trading Strategy☆39Updated last year
- ☆19Updated 8 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 7 months ago
- Deep Reinforcement Learning Framework for Factor Investing☆29Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆12Updated last year
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆91Updated 4 years ago
- Q-quant和因子投资实证汇总☆22Updated 4 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Updated 5 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆15Updated last year
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆19Updated 2 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆15Updated 5 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Testing trading signals of commodity futures☆17Updated 5 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆15Updated 4 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 5 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- Portfolio optimization using Genetic algorithm.☆61Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 9 months ago
- Python implementation of a sample covariance matrix shrinkage experiment☆32Updated 11 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago