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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
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Forked from waditu/tushare
TuShare is a utility for crawling historical data of China stocks
Python 1
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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++