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zipline
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Zipline, a Pythonic Algorithmic Trading Library
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Multiple-factor-risk-model
Multiple-factor-risk-model PublicForked 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.
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tushare
tushare PublicForked from waditu/tushare
TuShare is a utility for crawling historical data of China stocks
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kf
kf PublicForked from maxfdama/kf
Implementation of "Time-varying vector autoregressive models with stochastic volatility" by Kostas Triantafyllopoulos available at arxiv link below
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