Alternatives and similar repositories for FF5

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

• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆141Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆71Updated 8 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…
  ☆76Updated 5 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
  ☆43Updated 2 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆141Updated 2 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆97Updated 4 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆72Updated 4 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆148Updated 8 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆69Updated 4 months ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆152Updated 5 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆55Updated 6 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆89Updated 6 years ago
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆21Updated 6 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆137Updated 4 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆92Updated 4 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
  ☆94Updated 6 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆160Updated 5 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 …
  ☆69Updated 3 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆139Updated 5 months ago
• sqc-cser / HTSC_Stock_RL
  复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果
  ☆39Updated 3 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆49Updated 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
  ☆47Updated 6 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆37Updated 2 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆102Updated 6 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆173Updated 7 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆35Updated 4 years ago
• ColliderConquer / Stock-Prediction-and-Quantitative-Analysis-Based-on-Machine-Learning-Method
  This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…
  ☆92Updated 4 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆70Updated 2 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆87Updated 2 years ago