Pinned Repositories
calculate_iskew
计算**偏度指数(CBOE skew index)
calculate_ivix
**波动率指数IVIX(CBOE volatility index)
genetic_algorithm
抓取网贷之家的平台信息和经营现状;用遗传算法优化预测模型精确度
Multi-factor-model-based-on-gambling-preference
检验A股市场的偏度因子(SKEW)和最大日收益率因子(MAX)
Quantitative-Finance
Q-quant和因子投资实证汇总
stock-text-Sentiment-analysis
抓取东方财富股吧的股评;处理股评的发布日期
Volatility-Managed-Portfolios-Sometimes-it-Works
基于Moreira and Muir(2017, JF)构建A股市场的波动率管理组合(Volatility-Managed Portfolios,VMP),并参考Liu et al.(2019, JPM)对VMP进行样本外测试
coolgan's Repositories
coolgan/Quantitative-Finance
Q-quant和因子投资实证汇总
coolgan/calculate_ivix
**波动率指数IVIX(CBOE volatility index)
coolgan/calculate_iskew
计算**偏度指数(CBOE skew index)
coolgan/Multi-factor-model-based-on-gambling-preference
检验A股市场的偏度因子(SKEW)和最大日收益率因子(MAX)
coolgan/Volatility-Managed-Portfolios-Sometimes-it-Works
基于Moreira and Muir(2017, JF)构建A股市场的波动率管理组合(Volatility-Managed Portfolios,VMP),并参考Liu et al.(2019, JPM)对VMP进行样本外测试
coolgan/genetic_algorithm
抓取网贷之家的平台信息和经营现状;用遗传算法优化预测模型精确度
coolgan/stock-text-Sentiment-analysis
抓取东方财富股吧的股评;处理股评的发布日期