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advanced_quantitative_methods

Advanced Econometric Theory With Python

alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

awesome-systematic-trading

A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

barra-cne6

barra-equity-risk-model

barra_cne5

Provide risk forecasts by Barra China Equity Model

barra_cne6

Barra CNE6 因子构建

barra_equity_model

The Barra China Equity Model (CNE5) captures the short and long term dynamics of the Chinese local market and includes the latest advances in risk methodology, allowing institutional investors the ability to align the risk model with their investment process. The model provides significantly more explanatory power than its predecessor (CHE2).

barra_model

This is an internship project aiming to make Attribution Analysis for general equity funds in China market

basic_econometrics_with_python

Introductory tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.

basic_statistics_with_python

Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such as descriptive statistics, parameter estimations, hypothesis testing, ANOVA and etc. All codes are straightforward to understand.

break-the-ice-with-python

The repository is about 100+ python programming exercise problem discussed, explained, and solved in different ways

candlestick-pattern-recognition-with-python-and-ta-lib

Candlestick Pattern Recognition with Python and TA-Lib

econ-papers-reproduction

The purpose of this repository is to post reproductions of the results of famous economic papers using python. In lieu of general codes, I'll concentrate on analyzing findings, why the certain model was chosen and explaining concepts

effectivepython

Effective Python: Second Edition — Source Code and Errata for the Book

factor_backtest

因子回测框架

famafrench

Implementation of 5-factor Fama French Model

ff5

一个基于**市场的Fama-French五因子实证研究

finance-papers-replication

My replication of financial papers.

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

fund_analysis

The project is about the Chinese funds, including crawler the data and analysis them.

hs300

沪深300指数纯因子组合构建

hs300_index_enhance

沪深300指数增强模型

lecture-python.notebooks

Notebooks for https://python.quantecon.org

linear_algebra_with_python

Lecture Notes for Linear Algebra Featuring Python. This series of lecture notes will walk you through all the most must-know concepts that set the foundation of data science or advanced quantitative skillsets. Suitable for statistician/econometrician, quantitative analysts, data scientists and etc. to quickly refresh the linear algebra with the assistance of Python computation and visualization.

machine_learning_basics

Plain python implementations of basic machine learning algorithms

multi-factor

因子构建、单因子测试

multi-factor-models

多因子模型相关

numpy-100

100 numpy exercises (with solutions)