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Barra_CNE5
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Provide risk forecasts by Barra China Equity Model
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Some simple code snippets for various scenarios.
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AlphaTrading
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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 mod…
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barra-risk-model
barra-risk-model PublicForked from Peimou/barra-risk-model
a python module and user interface of a user-defined Barra risk model
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Chord-Diagram-Storytelling
Chord-Diagram-Storytelling PublicForked from nbremer/Chord-Diagram-Storytelling
Using storytelling to explain a Chord Diagram about phone brand switching behaviour
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