├── .gitignore ├── README.md ├── __init__.py ├── backtest.py ├── data.zip ├── example.ipynb ├── factor_analysis.py ├── group_calc.py ├── preprocess.py ├── requirements.txt └── utils.py /.gitignore: -------------------------------------------------------------------------------- 1 | /__pycache__/* 2 | *.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/README.md -------------------------------------------------------------------------------- /__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /backtest.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/backtest.py -------------------------------------------------------------------------------- /data.zip: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/data.zip -------------------------------------------------------------------------------- /example.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/example.ipynb -------------------------------------------------------------------------------- /factor_analysis.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/factor_analysis.py -------------------------------------------------------------------------------- /group_calc.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/group_calc.py -------------------------------------------------------------------------------- /preprocess.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/preprocess.py -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/requirements.txt -------------------------------------------------------------------------------- /utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/dkl0707/factor_backtest/HEAD/utils.py --------------------------------------------------------------------------------