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FamaFrenchThreeFacorModel

FamaFrench(1992)论文复现;FamaFrench三因子模型；python

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mean_variance_model

马科维茨均值方差模型；有效前沿；python解决了资产数量过大无法画出抛物线情况.

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optionpricing

python期权定价;波动率交易策略；期权交易策略

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ivx

**波指编制；**波动率指数；复现**波指000188；python；

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clustering_in_mean_variance_model

非监督学习聚类在均值方差模型中的应用；论文复现。

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jqfactor_analyzer

聚宽单因子分析工具

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