GitHub - effieHAN/fdr_ratios: 利用信息协变量和错误发现率构建基金组合

effieHAN / fdr_ratios Public

Notifications You must be signed in to change notification settings
Fork 0
Star 1

利用信息协变量和错误发现率构建基金组合

1 star 0 forks Branches Tags Activity

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
.ipynb_checkpoints		.ipynb_checkpoints
__pycache__		__pycache__
.DS_Store		.DS_Store
.gitattributes		.gitattributes
0.0文件说明.pdf		0.0文件说明.pdf
0.data_pre.py		0.data_pre.py
1. get fund_data from api.ipynb		1. get fund_data from api.ipynb
2. calculate information covariate.ipynb		2. calculate information covariate.ipynb
3. ffdr.R		3. ffdr.R
4. strategy and its performance.ipynb		4. strategy and its performance.ipynb
ppt利用信息协变量和错误发现率构建基金组合—韩雪菲.pdf		ppt利用信息协变量和错误发现率构建基金组合—韩雪菲.pdf
利用信息协变量和错误发现率构建基金组合—韩雪菲.pdf		利用信息协变量和错误发现率构建基金组合—韩雪菲.pdf

About

利用信息协变量和错误发现率构建基金组合

Report repository

Releases

No releases published

Packages

No packages published

Languages

Jupyter Notebook 100.0%