wgcgxp's repositories
Campisi-Fixed-Income-Performance-Attribution-Model
Campisi纯债型基金业绩归因模型程序，适用于**市场，需要有Wind的API接口权限
Assignment-1
A factor strategy of Convertible bond
public
Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
WebCrawlers
国家统计局的爬虫
data_integration_celery
通过celery定期执行更相关任务，将万得wind，同花顺ifind，东方财富choice、Tushrae、JQDataSDK、pytdx、CMC等数据终端的数据进行整合，清洗，一致化，供其他系统数据分析使用
Macro-momentum
econ
PythonCodes
python codes
acc_dual
Accelerating Dual Momentum Strategy: There are 5 main sections in total. We will walk you through data grabbing from Yahoo Financials, initialization (pandas DataFrame), score calculations using different monthly returns, signal generation by the scores computed, and results summarization using flask web app (which can be uploaded in AWS Elastic Beanstalk server).
asset-performance
基于利率、超储率和货币投放对宏观货币环境进行判断，并评估不同货币状态下资产的表现
ALM
Asset and liability management in Python
yield-curve-forecasting
This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
Inflation-Nowcast-Model
A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
ZJU_FIS_Homework
浙江大学固定收益证券分析与模型课程，课后作业思路和数据分享
stock_mom_strategy
A two-factor model for futures investment
ZJU_FIS_Group_Project
浙江大学2020秋冬学期固定收益证券分析和模型课程，小组作业，XGBoost对美国国债的预测
MacroData
MacroData Visualization
fundPortfolio
资产配置方案项目
bond-prospectus
债券募集说明书
Quantitative-analysis
券商金工研报复现
SOXL_Leveraged_ETF_Forecast
A quick model that forecasts the price movement of a 3x leveraged ETF (SOXL) aka Direxion Daily Semiconductor Bull ETF. Uses 5 year data and forecasts price movement for the next 7 days and 30 days beginning October 23, 2020
Firm-Characteristics-and-Chinese-Stock-Market
It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual firm characteristics and also uses “big-data” econometric methods.