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:
- 沪深300指数纯因子组合构建☆53Updated 6 years ago
- 多因子模型相关☆22Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 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
- 沪深300指数增强模型☆86Updated 6 years ago
- The source code for the paper☆24Updated 2 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago
- ☆15Updated 4 years ago
- 资产配置方案项目☆32Updated 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…☆67Updated 4 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆36Updated 3 years ago
- 获取经典的量化多因子模型数据☆86Updated 3 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- Just another backtester☆22Updated 2 weeks ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- 一些研报的复现☆13Updated 7 years ago
- Barra-Multiple-factor-risk-model☆143Updated 8 years ago
- tools for alpha research☆23Updated 7 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- Risk estimation algorithms☆30Updated 7 years ago
- alpha101 的 quantaxis 适配版本☆48Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- 多因子选股框架☆26Updated 4 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。☆40Updated 7 years ago
- stock☆93Updated 4 years ago
- 利用Wind API更新周频与月频因子☆12Updated 6 years ago
- ☆23Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago