├── .gitignore ├── README.md ├── dev └── Peimou │ └── multithreading_SQL.py └── reference └── third-party-reference ├── 20180106-方正证券-方正证券“星火”多因子系列报告（一）：Barra模型初探，A股市场风格解析.pdf ├── 20180303-方正证券-方正证券“星火”多因子系列（二）：Barra模型进阶，多因子模型风险预测.pdf ├── 20180608-东北证券-东北证券金融工程研究报告：因子收益拆分与组合构建.pdf ├── 20180718-东北证券-东北证券港股研究系列：Barra模型及应用.pdf ├── 20180830-中信建投-中信建投因子深度研究系列：Barra风险模型介绍及与中信建投选股体系的比较.pdf ├── 20190214-财通证券-财通证券“星火”多因子专题报告（三）：Barra模型深化，纯因子组合构建.pdf ├── 20190410-财通证券-财通证券“星火”多因子专题报告（四）：基于持仓的基金业绩归因，始于Brinson，归于Barra.pdf ├── CNE6 ├── 20181013-东北证券-东北证券金融工程报告：Barra模型（CNE6）介绍与应用.pdf ├── 20190226-西南证券-西南证券因子选股系列：BARRA中国市场模型（CNE6）解读.pdf ├── 20190620-渤海证券-渤海证券多因子模型研究系列之九：Barra风险模型（CNE6）之纯因子构建与因子合成.pdf └── 20190621-渤海证券-渤海证券多因子模型研究系列之八：Barra风险模型（CNE6）之单因子检测.pdf └── 华泰多因子系列之十二：桑土之防：结构化多因子风险模型_2019-06-13_华泰证券.pdf /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Peimou/barra-risk-model/HEAD/.gitignore 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-------------------------------------------------------------------------------- /reference/third-party-reference/CNE6/20190226-西南证券-西南证券因子选股系列：BARRA中国市场模型（CNE6）解读.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Peimou/barra-risk-model/HEAD/reference/third-party-reference/CNE6/20190226-西南证券-西南证券因子选股系列：BARRA中国市场模型（CNE6）解读.pdf -------------------------------------------------------------------------------- /reference/third-party-reference/CNE6/20190620-渤海证券-渤海证券多因子模型研究系列之九：Barra风险模型（CNE6）之纯因子构建与因子合成.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Peimou/barra-risk-model/HEAD/reference/third-party-reference/CNE6/20190620-渤海证券-渤海证券多因子模型研究系列之九：Barra风险模型（CNE6）之纯因子构建与因子合成.pdf -------------------------------------------------------------------------------- /reference/third-party-reference/CNE6/20190621-渤海证券-渤海证券多因子模型研究系列之八：Barra风险模型（CNE6）之单因子检测.pdf: 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