AlphaUncommon
jerryxyx/AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
- Owner
- jerryxyx (personal account)
- Stars
- Stars: 399
- Forks
- Forks: 148
- Language
- Jupyter Notebook
- License
- None
- Created
- 2018
- Topics
- factor-analysisfactor-returnsequity-marketstrading-strategieskalman-filteradaboostapt-modelbarra-model
- Tier
- Alpha (250 to 699 ★) What this tier means
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