wuzhen1991 Goto Github PK

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主笔的公司课题项目

alphalens

Performance analysis of predictive (alpha) stock factors

automated-equity-asset-selection-and-allocation

Optimal portfolio selection

backtestsystem

策略回测系统

bitcoinstrategy

bitcoin arbitrage between Huobi and Okcoin

black-litterman-model

Black-Litterman Model in python

codel

Codes

creditscoring

do some classification for credit scoring based on sickit-learn

debtdefaultresearch

对截止至2017年7月17日的债券违约事件进行梳理归因，并寻找宏观流动性影响因素，组成数据集。运用Lasso回归进行特征提取后，输入带L2惩罚项LR、SVM、NN、GBDT、RF等机器学习模型进行违约预测，得出GBDT预测效果最好以及特征工程对线性模型预测效果具有重要性的结论。

eventstudies

Event studies for finance.

factormodel

fe-800

Robo Advisor with Black-Litterman

fof

lof

LOF每日溢价监控助手，用于每日定时检查LOF溢价情况，并自动将数据推送到微信

marketeventstudy

multi-factor-gm-wind-joinquant

基于掘金+万得+聚宽的多因子策略开发框架

multifactor-models

A Survey of Multi-Factor Models

mutualfundanalysis

MutualFund data Analysis service

optimal-asset-allocation

Quantitative tools for asset allocation and portfolio management

pure_ocean_breeze

众人的因子回测框架 stock factor test

pyalloc

projects for asset allocation

quantfund

基金策略的量化交易回测平台

quantstudio

risk_budgeting

Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation

rqalpha-myquant-learning

开放爬虫程序，获取场外基金的所有历史净值数据。对开源项目Rqalpha的改造，在应用上面更适合个人的应用。学习量化策略，对量化策略进行开发调试。

sigma_dati

vnpy

基于python的开源量化交易平台开发框架

wuzhen1991.github.io

ziroom