Alternatives and similar repositories for Brinson-Model-mutiple:

Users that are interested in Brinson-Model-mutiple are comparing it to the libraries listed below

• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆81Updated 5 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆121Updated 5 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…
  ☆62Updated 4 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆138Updated 8 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆140Updated 5 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆163Updated 6 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• Jensenberg / volatility-and-option
  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
  ☆121Updated 4 years ago
• 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
  ☆41Updated last year
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆80Updated 5 years ago
• jcrichard / pyrb
  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
  ☆125Updated last year
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆70Updated 4 years ago
• Scorpi000 / QuantStudio
  ☆141Updated 4 months ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆288Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• icezerowjj / MultipleFactorRiskModel
  This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…
  ☆72Updated 7 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆60Updated last week
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆26Updated 2 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆120Updated last year
• Alexdachen / ivix
  中国波指的计算
  ☆135Updated 6 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 …
  ☆60Updated 2 years ago
• JennyCCDD / Strategic_Asset_Allocation_
  This is a program for strategic asset allocation research for negative investment FOF.
  ☆14Updated 4 years ago
• ChannelCMT / QS
  CTA_Strategies
  ☆40Updated 7 years ago
• cuicanyeah / Alpha-Generation
  ☆27Updated last year
• 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
  ☆92Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆109Updated last year
• sfl666 / option_tools
  期权隐含波动率/历史波动率
  ☆188Updated 2 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆44Updated 5 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆174Updated last year