teal0range / ISCSSMLinks
一个基于中国市场的BW投资者情绪指标实证研究
☆14Updated 4 years ago
Alternatives and similar repositories for ISCSSM
Users that are interested in ISCSSM are comparing it to the libraries listed below
Sorting:
- 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
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆48Updated 2 years ago
- 多因子指数增强策略/多因子全流程实现☆358Updated last year
- 本项目为深度学习在多因子量化选股中的一种实践☆111Updated 6 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆126Updated 4 years ago
- 因子回测框架☆138Updated 2 years ago
- ☆188Updated 2 years ago
- Barra CNE6 因子构建☆341Updated 5 years ago
- 中国波指的计算☆150Updated 7 years ago
- Machine Learning-Driven Quantamental Investing☆140Updated 5 years ago
- 量化开发 多因子选股模型☆140Updated 7 years ago
- Barra Multifactor Model☆157Updated 5 years ago
- 中国版技术指标☆183Updated last year
- ☆36Updated 2 years ago
- 因子构建、单因子测试☆73Updated 4 years ago
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆227Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆171Updated 7 years ago
- 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。☆140Updated last year
- 期权隐含波动率/历史波动率☆196Updated 3 years ago
- 筹码分布python计算源码☆253Updated 4 years ago
- Quant_Strategy☆26Updated 3 years ago
- ☆14Updated 4 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆42Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆69Updated 7 years ago
- Barra-Multiple-factor-risk-model☆146Updated 8 years ago
- 武汉大学金融科技研讨班☆357Updated last week
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆64Updated last year
- ☆150Updated 7 months ago
- 量化数据下载更新工具,请参考ddump项目☆33Updated 6 years ago
- 上证50ETF波动率指数☆15Updated 2 years ago