Alternatives and similar repositories for fts:

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

• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 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
  ☆42Updated 4 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…
  ☆57Updated 3 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆41Updated last year
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆71Updated last year
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆48Updated 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
  ☆18Updated last year
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated last year
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆62Updated 3 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
  ☆83Updated 5 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆18Updated last year
• Ckend / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆29Updated 3 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆129Updated 7 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆32Updated 11 months ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆32Updated 2 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• FinanStudent / basic_codes_for_quant
  ☆52Updated last year
• creacentblue / industry_rotation
  一些研报的复现
  ☆11Updated 6 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆77Updated 3 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆26Updated 3 years ago
• YTZzzzz / cne5_factors
  ☆12Updated 6 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 …
  ☆55Updated 2 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆75Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆67Updated 3 years ago
• ququcai / efficient_frontier
  上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险
  ☆25Updated 5 years ago
• quantasset / factorset
  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。
  ☆38Updated 6 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
  ☆116Updated 4 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆118Updated 4 years ago