11 projects
alpha-factory
generate alpha factors
RNWS
read and write daily stock data
single-factor-model
factor model
data-box
clean factor data
multi-factor-model
factor model
CointArbitrage
Conintegration method
barra-risk-model
Barra Risk Model CN version
Independence-test
Time Series Independence test
sm3md5encoder
sm3/md5 encoder
CVineModel
CVine Colpula Model
Mini-Exchange
Time based strategy back testing system
