GitHub - darwinsys/Chinese_Asset_Allocation: Asset Allocation Strategies and Models for Chinese Market

darwinsys / Chinese_Asset_Allocation Public

Asset Allocation Strategies and Models for Chinese Market

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Name		Name	Last commit message	Last commit date
Latest commit History 22 Commits
5ETF_Portfolio		5ETF_Portfolio
Data		Data
HMM		HMM
shenwan		shenwan
.gitignore		.gitignore
28.R		28.R
5funds_portfolio_optim.R		5funds_portfolio_optim.R
Asset_Allocation.Rproj		Asset_Allocation.Rproj
DPStrategy.R		DPStrategy.R
FRAMA.R		FRAMA.R
GSISI.R		GSISI.R
benchmark.csv		benchmark.csv
dynamic_position_sizing.R		dynamic_position_sizing.R
gmm.R		gmm.R
hmm.Rmd		hmm.Rmd
hmm_test2.R		hmm_test2.R
if05_5min_test.R		if05_5min_test.R
index_hedging_strategy.R		index_hedging_strategy.R
logicInvestGMR.R		logicInvestGMR.R
presentation_data.R		presentation_data.R
scto.R		scto.R
sector_9_1.RData		sector_9_1.RData
strategy_portfolio_5ETFs.R		strategy_portfolio_5ETFs.R
test_GMR.R		test_GMR.R
zz500_weekly.jpeg		zz500_weekly.jpeg
上证500_投资组合_hmm策略.xlsx		上证500_投资组合_hmm策略.xlsx
上证weekly.jpeg		上证weekly.jpeg
宏观数据.rar		宏观数据.rar