apt-model

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jerryxyx / AlphaTrading

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 model in this project.

trading-strategies adaboost factor-analysis kalman-filter equity-markets factor-returns apt-model barra-model

Updated Aug 7, 2018
Jupyter Notebook

Lethe4564518 / APT-model

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此為機器學習與財務計量專案的環節之一

data-analysis financial-analysis time-series-analysis factor-model apt-model

Updated Apr 3, 2025
Python

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