• Stars
    star
    53
  • Rank 549,743 (Top 11 %)
  • Language
    Python
  • Created almost 5 years ago
  • Updated almost 4 years ago

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Repository Details

A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.