# jerryxyx/AlphaTrading

<https://repo.masters-masters.com/en/repos/jerryxyx/AlphaTrading>

[Home](https://repo.masters-masters.com/en) › [jerryxyx](https://repo.masters-masters.com/en/owners/jerryxyx) › [AlphaTrading](https://repo.masters-masters.com/en/repos/jerryxyx/AlphaTrading)

jerryxyx/AlphaTrading has 399 stars on GitHub. Its RepoMasters card: Alpha tier. An workflow in factor-based equity trading, including factor analysis and…

| Field | Value |
| --- | --- |
| Owner | [jerryxyx](https://repo.masters-masters.com/en/owners/jerryxyx) |
| Stars | 399 |
| Forks | 148 |
| Language | [Jupyter Notebook](https://repo.masters-masters.com/en/languages/jupyter-notebook) |
| License | None |
| Created | 2018 |
| Topics | factor-analysis, factor-returns, equity-markets, trading-strategies, kalman-filter, adaboost, apt-model, barra-model |
| Tier | [Alpha (250 to 699 ★)](https://repo.masters-masters.com/en/ranks/b_movie) |
| View on GitHub | [jerryxyx/AlphaTrading](https://github.com/jerryxyx/AlphaTrading) |

## Repository

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.

The tier for repos with 250 to 699 ★. Published odds per card pulled: 20%. Rarity: Uncommon.

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