icezerowjj/MultipleFactorRiskModel
This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total portfolio risk using daily stock data from China.
PythonMIT
Stargazers
- AlbertChanXsoho
- BmerkonShanghai
- CJay-WangHedgeFunds
- cryptoad404
- dbensikNew York, NY
- dgrnbrgNew York
- firefirejuly
- geraybos
- hbluotian
- icezerowjjSingapore
- idoPalo Alto, CA
- jgerardsimcockWorldwide
- joshnr13
- JW11235Shanghai
- liubola
- lxdiyun
- mattxiaoma
- MKquanthttp://www.guosen.com/
- nkzhengwtChaoyang, Beijing
- pangpang834
- position0
- qb45532
- rongzhou
- royburnsmoyu168.cn
- specialuse
- tangyaoxian
- TT711
- uraxy
- v12know
- vicdu
- vincent27hugh
- wendaoxiao
- yoyo182487329
- yuxiaoqing22
- ZeccaLehnLos Angeles, USA
- zjsxzyChina Asset Management Co., Ltd.