# Barra-Model

**Repository Path**: currenttime11/Barra-Model

## Basic Information

- **Project Name**: Barra-Model
- **Description**: No description available
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2022-02-10
- **Last Updated**: 2022-02-10

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# Barra-Model
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

I have conducted the following steps:

1) Build a python file to automatically gather basic finance data from Wind Database.
                                                                              ------wind get data.py
2) Build a class containing 31 modified factors. It can realize automatically being contained in my own database.
                                                                              ------build factor.py
3) Build a python file to deal with "Hedge fund value Excel" from which extract holdings of those funds everyday.
                                                                              ------deal with fund holdings.py
4) Seperately build a regress and a risk class to calculate returns and risks of each specific factors.
                                                                              ------risk and regress.py
5) Build a GUI using PyQt frame to show the result.
                                                                              ------prototype.py

# You can use this GUI to complete all the analysis without knowing Python, just click some buttons.
                                                                              ------run the main.py