YYYmonk

YYYmonk's Stars

• htdai/Campisi-Fixed-Income-Performance-Attribution-Model

  Campisi纯债型基金业绩归因模型程序，适用于**市场，需要有Wind的API接口权限

  Language:Python3825

• ddbourgin/numpy-ml

  Machine learning, in numpy

  Language:Python15.2k3.7k

• NeoBert/Multi-Factor-Models

  Language:Jupyter Notebook1

• YTZzzzz/Barra_CNE5

  Provide risk forecasts by Barra China Equity Model

  Language:Python15682

• YTZzzzz/cne5_factors

  Language:Python1219

• pywonne/Barra-Equity-Risk-Model

  Language:Python46

• SeafyLiang/Python_study

  Language:Jupyter Notebook7237

• a1137261060/Multi-Factor-Models

  多因子模型相关

  Language:Jupyter Notebook219

• rosie068/BARRA_risk

  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.

  Language:Python5336

• drnighthan/MFM

  Language:Python14

• itdevbooks/pdf

  编程电子书，电子书，编程书籍，包括C，C#，Docker，Elasticsearch，Git，Hadoop，HeadFirst，Java，Javascript，jvm，Kafka，Linux，Maven，MongoDB，MyBatis，MySQL，Netty，Nginx，Python，RabbitMQ，Redis，Scala，Solr，Spark，Spring，SpringBoot，SpringCloud，TCPIP，Tomcat，Zookeeper，人工智能，大数据类，并发编程，数据库类，数据挖掘，新面试题，架构设计，算法系列，计算机类，设计模式，软件测试，重构优化，等更多分类

  18.9k5.9k

• coamo2/Barra

  Barra Multifactor Model

  Language:Python13267

• ShiliangZhang-nku/Barra_CNE6

  Barra CNE6 因子构建

  Language:Python236133

• YuefanZhu/BrinsonModel

  Language:Python45

• elaine199492/Brinson-model

  Brinson算法的代码

  Language:R21

• karlpolen/Brinson-attribution

  Institutional portfolio performance attribution analysis

  Language:HTML21

• YYYmonk/Barra

  Barra Multifactor Model

  1

• Tsingchi-Chao/Brinson_model

  The model of Brinson can be used to analyze the return of portfolio or fund.

  Language:Python41

• zhibzeng/quantlib

  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。

  Language:HTML1912

• theGreatQuantKnight/BARRA-CNE6

  Language:Python86

• ljhust/QuAI

  Language:Jupyter Notebook35

• sjtututu/datasource

  manager different data source

  Language:Python11