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llmofang's Projects

alphaquant icon alphaquant

AlphaQuant: 股票实盘交易SDK,支持华泰,广发等70多个券商

barra-model icon barra-model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

hadoop-hbase-docker icon hadoop-hbase-docker

HBase on distributed cluster based on Hadoop. Automatized images builds and deploying cluster.

kdb_svn icon kdb_svn

checkout from http://code.kx.com/wsvn/code

multiplefactorriskmodel icon multiplefactorriskmodel

This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total portfolio risk using daily stock data from China.

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