Alternatives and similar repositories for MostHarmlessQuantitativeFinance:

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

• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆68Updated 3 years ago
• xuruilong100 / EFRMinPython
  Elements of Financial Risk Management in Python
  ☆12Updated 4 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆127Updated 4 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆132Updated 7 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆38Updated 4 years ago
• ququcai / volatility_smile
  计算上证50ETF期权隐含波动率并验证波动率微笑
  ☆31Updated 6 years ago
• yuyingfeng / QuantFin
  ☆23Updated last year
• JennyCCDD / Strategic_Asset_Allocation_
  This is a program for strategic asset allocation research for negative investment FOF.
  ☆13Updated 4 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆35Updated 2 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆50Updated 5 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
  ☆121Updated 4 years ago
• yutiansut / QAFactor_Alpha101
  alpha101 的 quantaxis 适配版本
  ☆44Updated 3 years ago
• coolgan / Quantitative-Finance
  Q-quant和因子投资实证汇总
  ☆19Updated 3 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆80Updated 6 months ago
• PHBS / MLF
  Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)
  ☆68Updated 9 months ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆82Updated 3 years ago
• zhibzeng / quantlib
  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。
  ☆21Updated 6 years ago
• ShenJimei / QTC2019
  This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …
  ☆42Updated 5 years ago
• cheng-zi-ya / Firm-Characteristics-and-Chinese-Stock-Market
  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 3 years ago
• hongrubaiding / QFactorModel
  基于QFactor模型的A股实证研究
  ☆17Updated 5 years ago
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆20Updated 5 years ago
• Alexdachen / ivix
  中国波指的计算
  ☆132Updated 6 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆75Updated last year
• nicholashestand / Active_Portfolio_Management
  Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
  ☆94Updated 3 years ago
• icezerowjj / MultipleFactorRiskModel
  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
• qta2019 / QtaTraining2020
  QTA2020内培 github存档
  ☆44Updated 3 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆69Updated 2 years ago
• wangy8989 / Active-Portfolio-Management
  factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
  ☆30Updated 6 years ago