syesww / Single_Factor_Research

Related projects: ⓘ

• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆59Updated 2 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆39Updated last year
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆68Updated last year
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated last year
• FinHackCN / xlib
  一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
  ☆38Updated 2 years ago
• DracoMori / stock-select
  多因子打分选股
  ☆12Updated 2 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆9Updated last month
• dkl0707 / factor_backtest
  因子回测框架
  ☆85Updated last year
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆31Updated 2 years ago
• rosie068 / BARRA_risk
  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…
  ☆54Updated 3 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆39Updated 4 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆17Updated last year
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆62Updated 6 years ago
• jrothschild33 / Black-Litterman-Model
  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…
  ☆127Updated 4 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆85Updated 2 years ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆17Updated last year
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  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
  ☆38Updated last year
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆47Updated 5 years ago
• DulyHao / AlphaForge
  A new formulaic alpha mining framework for quantitative investment
  ☆46Updated 2 weeks ago
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆50Updated 7 months ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆89Updated 4 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆66Updated 3 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆15Updated last year
• rmfish / tutake
  Local data from tushare，将Tushare的数据同步保存到本地，同时支持Tushare接口查询本地数据,且支持qlib直接使用数据
  ☆41Updated 9 months ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆72Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆51Updated last year
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆37Updated last month
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆82Updated 5 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆11Updated 6 years ago