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Name: Yuanyu Yang
Type: User
Bio: A Pythonic PhD in Finance -:)
Name: Yuanyu Yang
Type: User
Bio: A Pythonic PhD in Finance -:)
Advanced Econometric Theory With Python
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
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.
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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
Provide risk forecasts by Barra China Equity Model
Barra CNE6 因子构建
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).
This is an internship project aiming to make Attribution Analysis for general equity funds in China market
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.
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.
The repository is about 100+ python programming exercise problem discussed, explained, and solved in different ways
以wind为数据源的基金单期brinson业绩归因
Candlestick Pattern Recognition with Python and TA-Lib
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
Effective Python: Second Edition — Source Code and Errata for the Book
因子回测框架
利用Wind API更新周频与月频因子
Implementation of 5-factor Fama French Model
一个基于**市场的Fama-French五因子实证研究
My replication of financial papers.
Collection of notebooks about quantitative finance, with interactive python code.
The project is about the Chinese funds, including crawler the data and analysis them.
沪深300指数纯因子组合构建
沪深300指数增强模型
Notebooks for https://python.quantecon.org
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.
Plain python implementations of basic machine learning algorithms
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.