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  1. Quantitative-Finance Quantitative-Finance Public

    Q-quant和因子投资实证汇总

    Jupyter Notebook 20 2

  2. calculate_iskew calculate_iskew Public

    计算中国偏度指数（CBOE skew index）

    Jupyter Notebook 13 7

  3. calculate_ivix calculate_ivix Public

    中国波动率指数IVIX（CBOE volatility index）

    Jupyter Notebook 19 6

  4. Volatility-Managed-Portfolios-Sometimes-it-Works Volatility-Managed-Portfolios-Sometimes-it-Works Public

    基于Moreira and Muir（2017, JF）构建A股市场的波动率管理组合（Volatility-Managed Portfolios，VMP），并参考Liu et al.（2019, JPM）对VMP进行样本外测试

    R 4 2

  5. Multi-factor-model-based-on-gambling-preference Multi-factor-model-based-on-gambling-preference Public

    检验A股市场的偏度因子（SKEW）和最大日收益率因子（MAX）

    Jupyter Notebook 4

  6. genetic_algorithm genetic_algorithm Public

    抓取网贷之家的平台信息和经营现状；用遗传算法优化预测模型精确度

    Python 2 1

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