barra-model

There are 1 repository under barra-model topic.

• 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.

  factor-analysisfactor-returnsequity-marketstrading-strategieskalman-filteradaboostapt-modelbarra-model
  Language:Jupyter Notebook 309