Alternatives and similar repositories for factor-risk-parity

Users that are interested in factor-risk-parity are comparing it to the libraries listed below

• gzj1992 / Portfolio_Construction
  Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
  ☆41Updated 7 years ago
• JennyCCDD / Strategic_Asset_Allocation_
  This is a program for strategic asset allocation research for negative investment FOF.
  ☆14Updated 5 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆27Updated 3 years ago
• prmkowalski / filib
  Factor Investing Library
  ☆28Updated 3 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆64Updated 6 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆16Updated 4 years ago
• coolgan / Quantitative-Finance
  Q-quant和因子投资实证汇总
  ☆22Updated 4 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆134Updated 6 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆28Updated 7 years ago
• wangy8989 / Active-Portfolio-Management
  factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
  ☆30Updated 6 years ago
• sanjeevai / smart-beta-portfolio-optimization
  Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…
  ☆68Updated 6 years ago
• QuhiQuhihi / project_Asset_Allocation
  quantitative asset allocation strategy
  ☆33Updated 9 months ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• rbeeli / short-term_momentum_strategy
  Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …
  ☆43Updated 3 years ago
• anuragagrawaal / pyPortfolioAnalysis
  'Portfolio Analysis, methods for portfolio optimization'
  ☆24Updated 4 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆67Updated 5 months ago
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆20Updated 3 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• mnalevanko / all-weather-for-noobs
  Semi-automated investing strategy (risk parity)
  ☆28Updated 9 years ago
• johnsoong216 / pymarkowitz
  Mean Variance (Markowitz) Portfolio Optimization and Beyond
  ☆64Updated last year
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 7 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆135Updated 4 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆78Updated 5 years ago
• bradleyboyuyang / Empirical-Finance
  Fama-French models, idiosyncratic volatility, event study
  ☆33Updated 3 years ago
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆25Updated 4 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆33Updated last year
• gregyjames / CAPM
  Capital Asset Pricing Model implementation in python to analyze stock risk and return.
  ☆26Updated 3 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆30Updated 2 years ago