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
- ☆13Jun 13, 2022Updated 4 years ago
- Principal Geodesic Analysis in the Wasserstein space☆10Jun 19, 2018Updated 8 years ago
- 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
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆15Jul 9, 2018Updated 7 years ago
- Markdown 转 微信公众号☆22Dec 7, 2022Updated 3 years ago
- ☆32Dec 22, 2023Updated 2 years ago
- Barra CNE6 因子构建☆367Jan 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
- 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
- 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.
- 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
- Scripts to build MinGW-w64 toolchain.☆17Jan 22, 2020Updated 6 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
- ☆79Mar 1, 2026Updated 3 months 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…☆38Oct 21, 2025Updated 7 months ago
- A model for forecasting stock volatility☆22Apr 14, 2017Updated 9 years ago
- Performance Attribution for Equity Portfolios☆24Aug 21, 2023Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Social Media and Text Analytics Course at UPenn☆25Apr 16, 2023Updated 3 years ago
- 洛克王国地图定位工具,用于跑图采集材料时进行更大视角的显示,便于判断方位和材料采集点。☆179Apr 13, 2026Updated 2 months ago
- PyGL: statistical field theory in Python. github.com/rajeshrinet/pygl☆28May 8, 2025Updated last year
- Template repository for deploying SRS to any K8s service by GitHub Actions☆16Nov 8, 2025Updated 7 months ago
- A Python library for calculating string distances using C extensions (with a pure Python fallback)☆17Sep 2, 2020Updated 5 years ago
- Testing framework for Collaborative Filtering☆38May 3, 2015Updated 11 years ago
- gobook☆27Apr 15, 2012Updated 14 years ago
- FRED simulator and associated paper☆26Jan 15, 2016Updated 10 years ago
- Semi-automated investing strategy (risk parity)☆28Oct 27, 2016Updated 9 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- 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。☆42May 25, 2018Updated 8 years ago
- go porting version for XTP.☆16Nov 30, 2020Updated 5 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆40Jul 5, 2023Updated 2 years ago
- Barra Multifactor Model☆165Mar 18, 2020Updated 6 years ago
- GitHub Linker Extension which show repo related info, like blog, video, similar project etc.☆24Feb 19, 2025Updated last year
- QuantBaseApi cpp version☆15Jul 18, 2019Updated 6 years ago
- 免费提供a股各种逐笔数据,板块信息☆11Dec 1, 2020Updated 5 years ago