Back to search
This project is a quantitative investment research framework that brings together factor construction, risk modeling, portfolio optimization, and backtesting in a single Python codebase. The core quantinvest package includes utilities for style/industry factor generation and selection, covariance and (Barra-style) factor risk modeling.
Stars
0
Forks
0
Watchers
0
Open Issues
0
Overall repository health assessment
No package.json found
This might not be a Node.js project
2
commits