A multiple period Brinson Model written in Python
☆20May 5, 2018Updated 8 years ago
Alternatives and similar repositories for Brinson-Model-mutiple
Users that are interested in Brinson-Model-mutiple are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 以wind为数据源的基金单期brinson业绩归因☆89Jan 23, 2020Updated 6 years ago
- Principal Geodesic Analysis in the Wasserstein space☆10Jun 19, 2018Updated 7 years ago
- Codebase for information theoretic shapley values to explain predictive uncertainty.This repo contains the code related to the paperWatso…☆22Jul 4, 2024Updated last year
- pytorch读取tfrecords,构造数据流☆18May 1, 2019Updated 7 years ago
- Replication Code for Identifying Price Informativeness☆13Mar 15, 2021Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆15Jul 9, 2018Updated 7 years ago
- ☆32Dec 22, 2023Updated 2 years ago
- Barra CNE6 因子构建☆362Jan 20, 2020Updated 6 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- python, ccxt, backtrader, dash☆10Apr 20, 2018Updated 8 years ago
- Using Python and Tushare financial database☆30May 17, 2024Updated 2 years ago
- Official pytorch implementation of ICML2025 "TAROT: Targeted Data Selection via Optimal Transport"☆28Dec 12, 2024Updated last year
- ☆21Jun 28, 2022Updated 3 years ago
- Simple Reinforcement learning example, based on the Q-function.☆18Jun 29, 2018Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Two Sigma Financial Modeling Challenge | Kaggle☆15Mar 16, 2018Updated 8 years ago
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- PT_QuantBaseApi python version☆14Apr 21, 2019Updated 7 years ago
- 基于微软开源AI量化投资平台的系统学习教程☆52Dec 7, 2025Updated 5 months ago
- Replication code for the paper "Nonlinear Granger Causality using Kernel Ridge Regression" that introduces and highlights the usage of ml…☆23Sep 9, 2023Updated 2 years ago
- Service Mesh Glossary 术语表☆13Apr 29, 2019Updated 7 years ago
- ☆27Dec 2, 2017Updated 8 years ago
- lessOS Common Library in Go☆16Feb 24, 2024Updated 2 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆53May 13, 2020Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Scripts to build MinGW-w64 toolchain.☆17Jan 22, 2020Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆176Aug 21, 2018Updated 7 years ago
- A tool that takes financial statements to create machine learning classifiers. Then it uses the classifiers to predict financial performa…☆22Aug 10, 2011Updated 14 years ago
- [ICLR 2025 workshop] Official implementation of "Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterma…☆37Oct 21, 2025Updated 7 months ago
- Performance Attribution for Equity Portfolios☆24Aug 21, 2023Updated 2 years ago
- Social Media and Text Analytics Course at UPenn☆25Apr 16, 2023Updated 3 years ago
- Construct a structured DataFrame from the Reuters news corpus☆23May 3, 2020Updated 6 years ago
- Template repository for deploying SRS to any K8s service by GitHub Actions☆16Nov 8, 2025Updated 6 months ago
- A Python library for calculating string distances using C extensions (with a pure Python fallback)☆17Sep 2, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Testing framework for Collaborative Filtering☆38May 3, 2015Updated 11 years ago
- gobook☆28Apr 15, 2012Updated 14 years ago
- FRED simulator and associated paper☆26Jan 15, 2016Updated 10 years ago
- A set of jupyter notebooks for the practice of TDA with the python Gudhi library together with popular machine learning and data sciences…☆29Jun 18, 2025Updated 11 months ago
- Semi-automated investing strategy (risk parity)☆28Oct 27, 2016Updated 9 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆40May 25, 2018Updated 8 years ago
- go porting version for XTP.☆16Nov 30, 2020Updated 5 years ago