songzh96 / Fama-French-choose-stockLinks
基于fama-French的三因子模型选股系统
☆14Updated 5 years ago
Alternatives and similar repositories for Fama-French-choose-stock
Users that are interested in Fama-French-choose-stock are comparing it to the libraries listed below
Sorting:
- 中国波指的计算☆139Updated 6 years ago
- 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☆125Updated 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☆41Updated last year
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 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…☆147Updated 5 years ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆218Updated 2 years ago
- My notes of Ricequant☆87Updated 4 years ago
- 期权隐含波动率/历史波动率☆192Updated 2 years ago
- learn python ,learn quant☆227Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- ☆195Updated 4 years ago
- 金融量化数据库构建☆85Updated last year
- A utility for fundamentals data of China commodity futures☆259Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆166Updated 6 years ago
- 量化开发 多因子选股模型☆136Updated 6 years ago
- 北京大学量化交易协会2019级培训课件及代码☆158Updated 5 years ago
- Barra Multifactor Model☆143Updated 5 years ago
- CTA_Strategies☆43Updated 8 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☆209Updated 5 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- This project is trying to fetch real time balance & orderbook of ETH and visualise using dash☆186Updated 2 years ago
- 中国人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。☆235Updated last year
- 因子构建、单因子测试☆71Updated 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
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆36Updated 4 years ago
- Barra-Multiple-factor-risk-model☆141Updated 8 years ago
- [iewoai]量化投资学习,多因子、三因子、五因子、索罗斯投资策略☆64Updated 5 years ago
- 我的多因子模型、量化投资沙盒☆166Updated 2 years ago
- Barra CNE6 因子构建☆300Updated 5 years ago