yuyingfeng / MostHarmlessQuantitativeFinance
Codes for Mostly Harmless Quantitative Finance
☆36Updated last year
Related projects: ⓘ
- 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。☆19Updated 6 years ago
- Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)☆65Updated 4 months ago
- 获取经典的量化多因子模型数据☆59Updated 2 years ago
- Elements of Financial Risk Management in Python☆11Updated 3 years ago
- Q-quant和因子投资实证汇总☆19Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆31Updated 2 years ago
- Risk Parity and Factors Model on multi asseet management☆17Updated 3 years ago
- Machine Learning-Driven Quantamental Investing☆114Updated 4 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆10Updated 6 years ago
- Gerber robust statistics for portfolio optimization☆53Updated 2 years ago
- empirical asset pricing☆37Updated 11 months ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 5 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆34Updated 3 years ago
- ☆23Updated last year
- 资产配置方案项目☆27Updated 3 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☆115Updated 4 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆18Updated 4 years ago
- Barra-Multiple-factor-risk-model☆125Updated 7 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆41Updated 4 years ago
- 波动率指数的计算，修改自https://github.com/Alexdachen/ivix☆14Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆29Updated 4 years ago
- ☆15Updated 3 years ago
- 资产配置，BL模型和风险平价模型☆18Updated 6 years ago
- 书籍配套代码☆49Updated 4 years ago
- 多因子模型相关☆22Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆62Updated 6 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆15Updated 6 years ago
- 雪球结构产品定价☆22Updated 11 months ago
- 沪深300指数纯因子组合构建☆47Updated 5 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…☆30Updated 3 years ago