zcker / Factor-Investing-CNLinks
感谢石川等大佬的著作《因子投资-方案与实际》,本repo将尝试作为补充,为各个概念提供说明,以及尝试提供实现部分代码
☆15Updated 2 years ago
Alternatives and similar repositories for Factor-Investing-CN
Users that are interested in Factor-Investing-CN are comparing it to the libraries listed below
Sorting:
- 因子回测框架☆131Updated 2 years ago
- 分享量化投资相关的论文,代码和代码复现。☆83Updated 2 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆152Updated 5 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 3 years ago
- 量化投资☆235Updated 6 years ago
- 获取经典的量化多因子模型数据☆86Updated 3 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆87Updated 4 years ago
- 金融量化数据库构建☆90Updated last year
- 用backtrader实现一些交易策略的回测。☆99Updated 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☆126Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆121Updated 3 years ago
- ☆177Updated 2 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆50Updated 3 years ago
- Barra-Multiple-factor-risk-model☆143Updated 8 years ago
- 沪深300指数增强模型☆86Updated 6 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- 我的多因子模型、量化投资沙盒☆176Updated 2 years ago
- ☆186Updated last year
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop☆56Updated last month
- 华泰金工研究报告☆203Updated 2 years ago
- Machine Learning-Driven Quantamental Investing☆138Updated 5 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆109Updated 6 years ago
- 我自己的单因子研究框架☆28Updated last year
- 量化开发 多因子选股模型☆138Updated 6 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- Barra Multifactor Model☆147Updated 5 years ago