Pinned Repositories
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中债信息网月度统计数据的爬取汇总,构建每月市场机构杠杆率自动计算模板
2016.M3.TQF-stock-return-prediction
This project aims to predict stocks' return in China by SVM method.
AAA-ESG
Economic Scenario Generator in Python
AB.Formulae
AmiBroker formula collection
acc_dual
Accelerating Dual Momentum Strategy: There are 5 main sections in total. We will walk you through data grabbing from Yahoo Financials, initialization (pandas DataFrame), score calculations using different monthly returns, signal generation by the scores computed, and results summarization using flask web app (which can be uploaded in AWS Elastic Beanstalk server).
Accelerating_Dual_Momentum
ALM
Asset and liability management in Python
Alpha-101-GTJA-191
Sector-Rotation_tradingStrategy
ZJU_FIS_Group_Project
浙江大学2020秋冬学期固定收益证券分析和模型课程,小组作业,XGBoost对美国国债的预测
wgcgxp's Repositories
wgcgxp/Sector-Rotation_tradingStrategy
wgcgxp/ZJU_FIS_Group_Project
浙江大学2020秋冬学期固定收益证券分析和模型课程,小组作业,XGBoost对美国国债的预测
wgcgxp/acc_dual
Accelerating Dual Momentum Strategy: There are 5 main sections in total. We will walk you through data grabbing from Yahoo Financials, initialization (pandas DataFrame), score calculations using different monthly returns, signal generation by the scores computed, and results summarization using flask web app (which can be uploaded in AWS Elastic Beanstalk server).
wgcgxp/ALM
Asset and liability management in Python
wgcgxp/AlphaSignalFromMachineLearning
wgcgxp/asset-alloation-v2
wgcgxp/asset-performance
基于利率、超储率和货币投放对宏观货币环境进行判断,并评估不同货币状态下资产的表现
wgcgxp/Assignment-1
A factor strategy of Convertible bond
wgcgxp/bond-prospectus
债券募集说明书
wgcgxp/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
wgcgxp/CTA-strategy
wgcgxp/data_integration_celery
通过celery定期执行更相关任务,将万得wind,同花顺ifind,东方财富choice、Tushrae、JQDataSDK、pytdx、CMC等数据终端的数据进行整合,清洗,一致化,供其他系统数据分析使用
wgcgxp/factor_analysis
wgcgxp/Firm-Characteristics-and-Chinese-Stock-Market
It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual firm characteristics and also uses “big-data” econometric methods.
wgcgxp/FOF-Manager
wgcgxp/fundPortfolio
资产配置方案项目
wgcgxp/GaR
wgcgxp/Inflation-Nowcast-Model
A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
wgcgxp/Macro-momentum
econ
wgcgxp/MacroData
MacroData Visualization
wgcgxp/public
Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
wgcgxp/PythonCodes
python codes
wgcgxp/Quantitative-analysis
券商金工研报复现
wgcgxp/SOXL_Leveraged_ETF_Forecast
A quick model that forecasts the price movement of a 3x leveraged ETF (SOXL) aka Direxion Daily Semiconductor Bull ETF. Uses 5 year data and forecasts price movement for the next 7 days and 30 days beginning October 23, 2020
wgcgxp/stock_mom_strategy
A two-factor model for futures investment
wgcgxp/Valyrian
wgcgxp/WebCrawlers
国家统计局的爬虫
wgcgxp/yield-curve-forecasting
This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
wgcgxp/zjsxzy_in_js
wgcgxp/ZJU_FIS_Homework
浙江大学固定收益证券分析与模型课程,课后作业思路和数据分享