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Achievement: Starstruckx2Achievement: Arctic Code Vault Contributor

Achievements

Achievement: Starstruckx2Achievement: Arctic Code Vault Contributor

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  1. HS300_index_enhance HS300_index_enhance Public

    沪深300指数增强模型

    Python 86 51

  2. Barra_CNE6 Barra_CNE6 Public

    Barra CNE6 因子构建

    Python 311 154

  3. Brinson-Attribution Brinson-Attribution Public

    以wind为数据源的基金单期brinson业绩归因

    Python 82 56

  4. factor_update factor_update Public

    利用Wind API更新周频与月频因子

    Python 12 15