Pinned Repositories
2018-CCF-BDCI--TOP3
参赛者需要根据给出的基金净值、基金业绩比较基准、对应指数行情、基金间相关性等数据,构建模型、算法进行训练。
analysis
组合分析
AssetAllocation
资产配置,BL模型和风险平价模型
awesome-python-cn
Python资源大全中文版,包括:Web框架、网络爬虫、模板引擎、数据库、数据可视化、图片处理等,由伯乐在线持续更新。
Brinson-Attribution
以wind为数据源的基金单期brinson业绩归因
Brinson-Model-mutiple
A multiple period Brinson Model written in Python
Python-100-Days
Python - 100天从新手到大师
QTC2019
This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis CTA strategy, real-time stock selection and timing strategy, etc.).
SecuritySelect
多因子选股框架
stock
30天掌握量化交易 (持续更新)
xiaotfeng's Repositories
xiaotfeng/strategy
FOF组合策略研究
xiaotfeng/multi-factor-stock-selection
多因子选股(股票) ,基于Fama三因子构成的多因子策略
xiaotfeng/AssetAllocation
资产配置,BL模型和风险平价模型
xiaotfeng/Coursera-ML-using-matlab-python
coursera吴恩达机器学习课程作业自写Python版本+Matlab原版
xiaotfeng/BL_code
BL模型实现程序,附使用手册
xiaotfeng/FactorLib
single factor test lib
xiaotfeng/Mastering-Machine-Learning-with-scikit-learn-Second-Edition
Code repository for Mastering Machine Learning with scikit learn Second Edition, published by Packt
xiaotfeng/QS
CTA_Strategies
xiaotfeng/awesome-python-cn
Python资源大全中文版,包括:Web框架、网络爬虫、模板引擎、数据库、数据可视化、图片处理等,由伯乐在线持续更新。
xiaotfeng/VisualPortfolio
xiaotfeng/Fama-French-Model
New Fama-French Model Validation
xiaotfeng/Market-Neutral-Model
A Market Neutral Equity Model based on Barra's model
xiaotfeng/Computational-Finance
Some matlab script for the option pricing,Monte Carlo Simulation,and jump difussion detection and modeling
xiaotfeng/Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.