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  1. Forked from icezerowjj/MultipleFactorRiskModel

    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.

    Python 1

  2. Forked from waditu/tushare

    TuShare is a utility for crawling historical data of China stocks

    Python 1

  3. kf kf Public

    Forked from maxfdama/kf

    Implementation of "Time-varying vector autoregressive models with stochastic volatility" by Kostas Triantafyllopoulos available at arxiv link below

    C++