galaxyquant Goto Github PK

active-portfolio-management

factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition

algebird

Abstract Algebra for Scala

barra

Barra Multifactor Model

barra-model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

barra-multiple-factor-risk-model

Barra-Multiple-factor-risk-model

barra_cne5

Provide risk forecasts by Barra China Equity Model

barra_cne6

Barra CNE6 因子构建

barra_risk

A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.

books-1

【编程随想】收藏的电子书清单（多个学科，含下载链接）

core-vapor

Vue Vapor (no virtual DOM) Experimental repo.

empirical-method-in-finance

Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation application software in exercises to estimate volatility, correlations, stability, regressions, and statistical inference using financial time series. Topic 1: Time series properties of stock market returns and prices 

equity-risk-model

:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities

finagle

A fault tolerant, protocol-agnostic RPC system

i-s00n

larkgpt

Lark chatgpt bot

machine-learning

metrics

multi-window-collab-demo

pants

The Pantsbuild developer workflow system

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.

the-algorithm

Source code for Twitter's Recommendation Algorithm

the-algorithm-ml

Source code for Twitter's Recommendation Algorithm

veracrypt-dcs

VeraCrypt EFI Bootloader for EFI Windows system encryption (LGPL)

vps_setup

linux vim bash 脚本学习笔记 by 蘭雅sRGB https://262235.xyz/