Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clarabel
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Aug 22, 2026 - Python
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barra
Here are 9 public repositories matching this topic...
机构级 A股量化系统 - Hermes 多智能体 + Barra 中性化 + Level2 微结构 + 15 个圈内 tricks 完整实现
python multi-agent algorithmic-trading quantitative-trading market-microstructure qlib barra level2 a-share llm-agents
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Aug 4, 2026 - Python
Barra-style multi-factor risk model & risk attribution: cross-sectional WLS factor returns, Ledoit-Wolf shrinkage covariance, factor vs specific risk decomposition. Offline via a panda_data adapter. Research/education only, not investment advice.
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Jul 16, 2026 - Python
Aprende a crear un generador de códigos de barras usando Python, Flask y Bootstrap 5. Guía completa con ejemplos paso a paso para integrar generación y visualización de códigos de barras en aplicaciones web.
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Jan 15, 2025 - HTML
Build a USE4-style (Barra) equity factor risk model from scratch on Sharadar data — specs + a full textbook; you write the code.
python education finance jupyter-notebook quant quantitative-finance equities covariance-matrix asset-pricing factor-models risk-management risk-model fama-french barra factor-investing msci portfolio-risk polars sharadar nasdaq-data-link
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Jul 22, 2026 - Jupyter Notebook
Multi-factor risk model (Momentum, Size, Volatility, Value, Beta) built on cross-sectional regressions. Estimates factor covariance, specific risk, Euler risk contributions, and active tilts. Interactive Streamlit app included.
python numpy pandas risk-management portfolio-management barra factor-model streamlit equity-research
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Jun 2, 2026 - Python
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