MacroQuant

Macro economy analysis and trading with Quant way

Analsis Directions

• S01.China and USA Export Data Analysis
  • S01E01.China to USA Export Changes
  • S01E02.USA Import Trend
  • S01E03.USA Import Trend with categary aggLevel4
  • S01E04.USA Import partners
  • Global exchange rate and Federal exchange rate
  • S01E05.To be continued
• S02.Portfolio Asset Allocation
  • Macro features modeling
  • Broad asset evaluation
  • Multi-dimentional asset allocation
  • Risk budgeting model backtesting https://github.com/jcrichard/pyrb/
  • Asset Rotation
• S03.
• TBD

Trading Strategies

Data source collections

Free source

1. UN COMTRADE DATABSE: https://comtradeplus.un.org/
2. Akshare
3. Tushare
4. Sina

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