/Barra-Model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

Primary LanguagePython

Barra-Model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

I have conducted the following steps:

  1. Build a python file to automatically gather basic finance data from Wind Database. ------wind get data.py
  2. Build a class containing 31 modified factors. It can realize automatically being contained in my own database. ------build factor.py
  3. Build a python file to deal with "Hedge fund value Excel" from which extract holdings of those funds everyday. ------deal with fund holdings.py
  4. Seperately build a regress and a risk class to calculate returns and risks of each specific factors. ------risk and regress.py
  5. Build a GUI using PyQt frame to show the result. ------prototype.py

You can use this GUI to complete all the analysis without knowing Python, just click some buttons.

                                                                          ------run the main.py