Alternatives and similar repositories for QuantFin:

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

• PanyuLi / Asset-Allocation
  大类资产配置
  ☆10Updated 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
• Lilyliting / 201804_Barrafactors
  Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.
  ☆10Updated 6 years ago
• hongrubaiding / QFactorModel
  基于QFactor模型的A股实证研究
  ☆17Updated 5 years ago
• Peimou / barra-risk-model
  a python module and user interface of a user-defined Barra risk model
  ☆11Updated 5 years ago
• yuyingfeng / MostHarmlessQuantitativeFinance
  Codes for Mostly Harmless Quantitative Finance
  ☆37Updated 2 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
• xuruilong100 / EFRMinPython
  Elements of Financial Risk Management in Python
  ☆12Updated 4 years ago
• ChuangWan / MVMQ-CAViaR
  The asymptotic normal distribution properties
  ☆15Updated 7 years ago
• yl2 / pa
  Performance Attribution for Equity Portfolios
  ☆24Updated last year
• LukeZerg / AssetAllocation
  资产配置，BL模型和风险平价模型
  ☆18Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆46Updated 8 years ago
• JennyCCDD / Strategic_Asset_Allocation_
  This is a program for strategic asset allocation research for negative investment FOF.
  ☆14Updated 4 years ago
• henryguoziheng / Value-at-Risk-Calculator
  This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.
  ☆18Updated 7 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
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆22Updated 4 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• JiaxiangBU / top-line-predictor
  FDDC2018金融算法挑战赛01 - A股上市公司季度营收预测 比赛笔记
  ☆13Updated 4 years ago
• coolgan / Quantitative-Finance
  Q-quant和因子投资实证汇总
  ☆20Updated 3 years ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆21Updated 7 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 6 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• yangyang2000 / Dynamic-Factor-Model
  Python code for dynamic facctor model. (Preliminary and in progress)
  ☆22Updated 7 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆74Updated 3 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
• dppalomar / sparseIndexTracking
  Design of Portfolio of Stocks to Track an Index
  ☆52Updated last year
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• mnalevanko / all-weather-for-noobs
  Semi-automated investing strategy (risk parity)
  ☆27Updated 8 years ago
• faruto / FQuantToolBox
  FQuantToolBox
  ☆32Updated 6 years ago
• xiaoguozhi / R-programming-with-applications-to-financial-quantitive-analysis
  The code for the book 《R programming with applications to financial quantitive analysis》
  ☆27Updated 6 years ago