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
- Using Python and Tushare financial database☆31May 17, 2024Updated 2 years ago
- 给亘沣做的量化交易系统,用 Python3.5 版本☆12Mar 6, 2016Updated 10 years ago
- Principal Geodesic Analysis in the Wasserstein space☆10Jun 19, 2018Updated 8 years ago
- ☆13Jun 13, 2022Updated 4 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.
- Alpha 因子挖掘系统 v3.0 — 模块化自动化因子挖掘平台 (表达式/遗传编程/深度学习三模式, A股+美股, CLI+Streamlit+Notebook)☆21Jun 25, 2026Updated 4 months ago
- Barra CNE6 因子构建☆389Jan 20, 2020Updated 6 years ago
- Barra-Multiple-factor-risk-model☆158Apr 7, 2017Updated 9 years ago
- pytorch读取tfrecords,构造数据流☆18May 1, 2019Updated 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 2 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 4 years ago
- ☆14May 8, 2023Updated 3 years ago
- Barra Multifactor Model☆171Mar 18, 2020Updated 6 years ago
- A regime-aware portfolio optimization framework using Hidden Markov Models to identify market regimes from macroeconomic indicators (VIX,…☆12Sep 2, 2025Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- python, ccxt, backtrader, dash☆10Apr 20, 2018Updated 8 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆69Feb 7, 2019Updated 7 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Real-time global intelligence dashboard — AI-powered news aggregation, geopolitical monitoring, and infrastructure tracking in a unified …☆11Feb 22, 2026Updated 8 months ago
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- ☆15Jul 9, 2018Updated 8 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- ☆12Apr 17, 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.
- Source code of "What Makes Graph Neural Networks Miscalibrated?" (NeurIPS 2022)☆24Jun 9, 2025Updated last year
- Two Sigma Financial Modeling Challenge | Kaggle☆14Mar 16, 2018Updated 8 years ago
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated 2 months ago
- Replication Code for Identifying Price Informativeness☆14Mar 15, 2021Updated 5 years ago
- Conformal Prediction - A Practical Guide with MAPIE☆18Feb 18, 2024Updated 2 years ago
- ☆11Oct 24, 2025Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- ☆27Dec 2, 2017Updated 8 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆127Nov 30, 2021Updated 4 years ago
- 300 features selection, CatBoost, NannyML to monitor concept drift, auto-retrain, daily load h5 trick☆13Aug 20, 2024Updated 2 years ago
- 沪深300指数增强模型☆90Sep 3, 2019Updated 7 years ago
- ☆21Jun 28, 2022Updated 4 years ago
- anthropics financial-services的中文翻译解读版本☆16May 9, 2026Updated 5 months ago
- Trading strategies based on the VIX term structure☆12Oct 18, 2026Updated 2 weeks ago
- End-to-end tool for performing portfolio optimization on a given set of assets and historical stock data.☆13Sep 17, 2023Updated 3 years ago