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1. Quantitative-Finance Quantitative-Finance Public

   Q-quant和因子投资实证汇总

   Jupyter Notebook 23 2

2. calculate_iskew calculate_iskew Public

   计算中国偏度指数（CBOE skew index）

   Jupyter Notebook 15 8

3. calculate_ivix calculate_ivix Public

   中国波动率指数IVIX（CBOE volatility index）

   Jupyter Notebook 25 9

4. Volatility-Managed-Portfolios-Sometimes-it-Works Volatility-Managed-Portfolios-Sometimes-it-Works Public

   基于Moreira and Muir（2017, JF）构建A股市场的波动率管理组合（Volatility-Managed Portfolios，VMP），并参考Liu et al.（2019, JPM）对VMP进行样本外测试

   R 6 2

5. Multi-factor-model-based-on-gambling-preference Multi-factor-model-based-on-gambling-preference Public

   检验A股市场的偏度因子（SKEW）和最大日收益率因子（MAX）

   Jupyter Notebook 4

6. genetic_algorithm genetic_algorithm Public

   抓取网贷之家的平台信息和经营现状；用遗传算法优化预测模型精确度

   Python 2 1