zcker / Factor-Investing-CN
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
☆13Updated last year
Alternatives and similar repositories for Factor-Investing-CN:
Users that are interested in Factor-Investing-CN are comparing it to the libraries listed below
- 分享量化投资相关的论文,代码和代码复现。☆75Updated last year
- 获取经典的量化多因子模型数据☆67Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆101Updated 3 years ago
- 因子构建、单因子测试☆69Updated 3 years ago
- 以wind为数据源的基金单期brinson业绩归因☆77Updated 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☆88Updated 5 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
- Stock factor mining with CNN and GRU.☆48Updated 2 years ago
- 沪深300指数增强模型☆77Updated 5 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…☆138Updated 4 years ago
- Python Data Analysis and Financial Calculation☆63Updated 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
- Backtrader量化策略研报复现☆27Updated 2 years ago
- 基于streamlit的因子分析app☆56Updated last year
- Barra-Multiple-factor-risk-model☆132Updated 7 years ago
- stock☆84Updated 3 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…☆60Updated 4 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆34Updated 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☆44Updated 2 years ago
- 我自己的单因子研究框架☆22Updated last year
- 因子回测框架☆102Updated last year
- 金融量化数据库构建☆72Updated last year