Alternatives and similar repositories for FF5

Users that are interested in FF5 are comparing it to the libraries listed below

• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆68Updated 7 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…
  ☆71Updated 4 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆140Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆137Updated 2 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
  ☆42Updated 2 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆145Updated 8 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 5 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆136Updated 4 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆67Updated 2 months ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆19Updated last year
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆73Updated 4 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆135Updated 3 months ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆155Updated 5 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆91Updated 4 years ago
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆23Updated 7 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆92Updated 4 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆100Updated 5 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆88Updated 6 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆84Updated 2 years ago
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆21Updated 6 years ago
• 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 6 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆54Updated 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 …
  ☆66Updated 3 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆170Updated 7 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆22Updated 2 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆84Updated 5 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆33Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆34Updated 4 years ago
• syesww / Single_Factor_Research
  我自己的单因子研究框架
  ☆27Updated 2 years ago