wuboyuan / multi-factor-modelLinks
量化研究-多因子模型
☆20Updated last year
Alternatives and similar repositories for multi-factor-model
Users that are interested in multi-factor-model are comparing it to the libraries listed below
Sorting:
- 多因子模型相关☆22Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated this week
- Multi-Factor model with regression method☆9Updated 6 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years 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。☆18Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- Risk_Parity strategy 风险平价☆26Updated 5 years ago
- ☆15Updated 3 years ago
- 多因子选股框架☆23Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 9 months ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years 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☆34Updated 2 years ago
- Quant_Strategy☆25Updated 2 years ago
- 多因子打分选股☆13Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- Quant Studio Document☆24Updated 4 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 2 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 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☆26Updated 2 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☆41Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆63Updated 2 years ago
- 计算Barra因子及其收益率☆11Updated 3 years ago
- 利用Wind API更新周频与月频因子☆11Updated 5 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…☆64Updated 4 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- ☆20Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago