yuyingfeng / MostHarmlessQuantitativeFinanceLinks
Codes for Mostly Harmless Quantitative Finance
☆37Updated 2 years ago
Alternatives and similar repositories for MostHarmlessQuantitativeFinance
Users that are interested in MostHarmlessQuantitativeFinance are comparing it to the libraries listed below
Sorting:
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 4 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- 基于QFactor模型的A股实证研究☆19Updated 5 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Updated 4 years ago
- 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☆124Updated 4 years ago
- Machine Learning-Driven Quantamental Investing☆132Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 5 years ago
- Elements of Financial Risk Management in Python☆12Updated 4 years ago
- Quantlib是一个个人维护、使用的量化模块,主要用于金融数据的获取、清洗、变换和分析等功能。☆23Updated 7 years ago
- alpha101 的 quantaxis 适配版本☆48Updated 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
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆32Updated 4 years ago
- 金融量化数据库构建☆84Updated last year
- Barra-Multiple-factor-risk-model☆140Updated 8 years ago
- Exercises for Analysis of Financial Time Series, 3rd☆23Updated 8 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- 分享量化投资相关的论文,代码和代码复现。☆81Updated 2 years ago
- 资产配置方案项目☆31Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- 提取金融相关领域研究报告的主要结论(key idea)☆59Updated 7 years ago
- ☆23Updated last year
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆233Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- 书籍配套代码☆53Updated 5 years ago
- Automated PDF containing charts, tables, maps, and analysis of the US economy☆58Updated last month
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆10Updated 6 years ago
- backtrader adapted for Chinese stock market☆71Updated 7 years ago
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- This repository hosts my reading notes for academic papers.☆87Updated 3 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago