etccapital / MultiFactor

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

etccapital
etccapital
Date Created 2021-10-24 (2 years ago)
Commits 90 (last one about a year ago)
Stargazers 47 (0 this week)
Watchers 0 (0 this week)
Forks 18
License unknown
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RepositoryStats indexes 536,240 repositories, of these etccapital/MultiFactor is ranked #446,741 (17th percentile) for total stargazers, and #533,481 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #11,437/15,002.

etccapital/MultiFactor is also tagged with popular topics, for these it's ranked: quantitative-finance (#167/183)

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etccapital/MultiFactor has Github issues enabled, there are 2 open issues and 0 closed issues.

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80 commits on the default branch (main) since jan '22

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updated: 2024-07-01 @ 10:49am, id: 420791041 / R_kgDOGRTDAQ