Alternatives and similar repositories for fts

Users that are interested in fts are comparing it to the libraries listed below

• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆140Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆70Updated 8 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆171Updated 7 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆147Updated 8 years ago
• rosie068 / BARRA_risk
  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…
  ☆75Updated 5 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆159Updated 5 years ago
• Constantineople / Assignment1
  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
  ☆31Updated 2 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆95Updated 6 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆140Updated 2 years ago
• Tingqin-D / basic_codes_for_quant
  ☆60Updated 2 years ago
• jiangtiantu / factorhub
  ☆211Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆73Updated 4 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆85Updated 2 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆125Updated 4 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆344Updated 5 years ago
• quangan1221 / Deep-Learning-Applications-on-multifactor-stocks-selection
  ☆15Updated 8 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆69Updated 2 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆67Updated 3 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆88Updated 6 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆98Updated 5 years ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆152Updated 5 years ago
• Ckend / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆29Updated 4 years ago
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆214Updated 4 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆125Updated 5 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆54Updated 6 years ago
• jcchao / deeplearning-for-quant
  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
• QuantNi / Quant-Report
  ☆191Updated 2 years ago
• xcycharles / stock
  stock
  ☆95Updated 4 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆93Updated 4 years ago