tryggviy / barra_model
This is an internship project aiming to make Attribution Analysis for general equity funds in China market
☆14Updated 6 years ago
Alternatives and similar repositories for barra_model:
Users that are interested in barra_model are comparing it to the libraries listed below
- 多 因子模型相关☆21Updated 3 years ago
- ☆15Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- 量化FOF框架☆12Updated 6 years ago
- ☆20Updated 4 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- a python module and user interface of a user-defined Barra risk model☆11Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 多因子选股框架☆21Updated 4 years ago
- ☆21Updated 4 years ago
- ☆15Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 量化研究-多因子模型☆19Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆43Updated 5 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- 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…☆62Updated 4 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展 。持续更新中。☆39Updated 6 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆14Updated 6 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Risk Parity and Factors Model on multi asseet management☆21Updated 3 years ago
- tools for alpha research☆23Updated 7 years ago
- Risk estimation algorithms☆30Updated 6 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆16Updated 3 months ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 7 months ago