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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

alpha101

基于万矿平台，对alpha101因子进行测试并构造多因子策略

alphasickle

多因子指数增强策略/多因子全流程实现

alphasignalfrommachinelearning

apollo

a project for fun.

ark_fund_analysis

Automated analysis of ARK Invest's actively managed funds

asset-alloation-v2

asset-allocation

大类资产配置

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

assetallocation

安信三因子ES大类资产配置策略v1.0

assignment-1

A factor strategy of Convertible bond

autoxd

A股回测框架， 模拟实盘账户交易, 适合编写T+0策略

barra_cne6

Barra CNE6 因子构建

black-litterman-model

使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。

black-litterman-model-1

Black-Litterman-Model Analysis

bond-prospectus

债券募集说明书

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

cb

转债工具

commodity

commodity_tracker

This is a commodity automatic tracking and analyzing system based on PYTHON 3. System supports automatic data download and upload from commodity exchanges, St Louis Fed data center and Yahoo Finance data.

convertible_bond

calculate the return of some convertible bond trade strategy

cox-ingersoll-ross

credit