Project Name | Stars | Downloads | Repos Using This | Packages Using This | Most Recent Commit | Total Releases | Latest Release | Open Issues | License | Language |
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Multiplefactorriskmodel | 56 | 6 years ago | 4 | mit | Python | |||||
This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total portfolio risk using daily stock data from China. | ||||||||||
Barra_model | 5 | 6 years ago | 1 | Python | ||||||
This is an internship project aiming to make Attribution Analysis for general equity funds in China market |