yuyingfeng / QuantFinLinks
☆23Updated 2 years ago
Alternatives and similar repositories for QuantFin
Users that are interested in QuantFin are comparing it to the libraries listed below
Sorting:
- The asymptotic normal distribution properties☆15Updated 7 years ago
- 大类资产配置☆10Updated 4 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆10Updated 6 years ago
- Elements of Financial Risk Management in Python☆12Updated 4 years ago
- Codes for Mostly Harmless Quantitative Finance☆37Updated 2 years ago
- Replication of key GARCH model papers☆35Updated 9 years ago
- Dynamic factor models in Matlab☆11Updated 3 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 years ago
- ☆23Updated 7 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆21Updated 7 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆22Updated 7 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
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆50Updated 6 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- Shenzhen Winter Camp 2018☆28Updated 7 years ago
- The code for the book 《R programming with applications to financial quantitive analysis》☆27Updated 7 years ago
- 资产配置,BL模型和风险平价模型☆17Updated 7 years ago
- ☆28Updated 4 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Updated 7 years ago
- An R package for using mixed-frequency GARCH models☆71Updated 2 years ago
- The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…☆24Updated 5 months ago
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆30Updated 3 years ago
- Feng Li's Python Course for Statisticians and Economists☆14Updated last year
- Semi-automated investing strategy (risk parity)☆27Updated 8 years ago
- R Code CoVaR with Copula☆76Updated 9 months ago
- Fama French 3 Factor Model☆42Updated 9 years ago
- Estimation and forecasting of VAR model with the Lasso☆31Updated 2 months ago