yzhao98 / VIX
波动率指数的计算,修改自https://github.com/Alexdachen/ivix
☆14Updated 5 years ago
Alternatives and similar repositories for VIX:
Users that are interested in VIX are comparing it to the libraries listed below
- ☆20Updated 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☆121Updated 4 years ago
- 基于streamlit的因子分析app☆55Updated 11 months ago
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- 量化研究-多因子模型☆19Updated last year
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated last year
- 中国波指的计算☆132Updated 6 years ago
- Just another backtester☆20Updated 2 months ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 多因子模型相关☆21Updated 3 years ago
- ☆15Updated 3 years ago
- 沪深300指数纯因子组合构建☆49Updated 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆58Updated 4 years ago
- Risk Parity and Factors Model on multi asseet management☆21Updated 3 years ago
- CTA_Strategies☆40Updated 7 years ago
- Performance analysis of predictive (alpha) stock factors☆29Updated 3 years ago
- factorset: 提供中国A股市场因子 集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆39Updated 6 years ago
- 一些研报的复现☆12Updated 6 years ago
- ☆48Updated last year
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 6 years ago
- Backtrader量化策略研报复现☆27Updated 2 years ago
- 获取经典的量化多因子模型数据☆66Updated 3 years ago
- 资产配置方案项目☆29Updated 4 years ago
- 多因子策略回测框架☆32Updated 5 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆125Updated 5 years ago
- 多因子选股框架☆21Updated 4 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆12Updated this week
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago