#Factor-model
Showing 4 of 4 repositories tagged #factor-model, ranked by stars
joelowj
awesome-algorithmic-trading
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
Score
100
★ 988
⑂ 198
+2/day
blaahhrrgg
equity-risk-model
Attribution and optimisation using a multi-factor equity risk model.
Score
50
★ 36
⑂ 7
—
Jupyter Notebook
factorpricingmodel
factor-pricing-model-risk-model
Package to build risk model for factor pricing model
Score
0
★ 31
⑂ 4
—
Python
DavidCico
Factor-risk-model-with-principal-component-analysis
This repository shows the application of PCA technique for risk factor modelling of financial securities.
Score
0
★ 20
⑂ 4
—
Python