zhibzeng / quantlibLinks
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
Alternatives and similar repositories for quantlib
Users that are interested in quantlib are comparing it to the libraries listed below
Sorting:
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- 沪深300指数增强模型☆84Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 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…☆65Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- ☆15Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 2 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- Barra-Multiple-factor-risk-model☆141Updated 8 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 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 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 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☆125Updated 5 years ago
- 一些研报的复现☆13Updated 6 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- Barra Multifactor Model☆143Updated 5 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- 多因子选股框架☆24Updated 4 years ago
- 资产配置方案项目☆31Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 10 months ago
- Just another backtester☆20Updated 6 months ago
- stock☆89Updated 3 years ago
- 量化研究-多因子模型☆21Updated last year
- ☆14Updated 5 years ago
- tools for alpha research☆23Updated 7 years ago