wuboyuan / multi-factor-model
量化研究-多因子模型
☆18Updated last year
Related projects ⓘ
Alternatives and complementary repositories for multi-factor-model
- 多因子模型相关☆21Updated 3 years ago
- Quant_Strategy☆24Updated last year
- Equity return and characteristics of China A-Share market☆13Updated 11 months ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆16Updated 8 months 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…☆57Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- 沪深300指数纯因子组合构建☆48Updated 5 years ago
- ☆15Updated 3 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- 一些研报的复现☆11Updated 6 years ago
- Risk Parity and Factors Model on multi asseet management☆18Updated 3 years ago
- 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☆38Updated last year
- Backtrader量化策略研报复现☆25Updated 2 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆18Updated last year
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆11Updated 2 months ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆32Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆29Updated 2 months ago
- 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☆26Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆25Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 4 years ago
- 多因子打分选股☆12Updated 2 years ago
- 多因子选股框架☆21Updated 3 years ago
- 一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆40Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- 基于聚宽平台，探索分钟级的高频交易☆31Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Q-quant和因子投资实证汇总☆19Updated 3 years ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- my first factor-stock-selecting backtest function☆18Updated 4 years ago