Alpha Library: A high-performance rolling window calculation library implemented in Rust with Python bindings. Used for financial data analysis and factor research.
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Updated
Sep 7, 2026 - Rust
Alpha Library: A high-performance rolling window calculation library implemented in Rust with Python bindings. Used for financial data analysis and factor research.
Auditable multi-agent A-share factor research, knowledge base, long-only backtesting, AutoCombine and QuantCombine.
众人的因子回测框架 stock factor test
An Agentic AI Framework for Empirical Research in Quantitative Finance
Polars-native, Rust-accelerated factor research engine with 450 built-in alphas, leakage-aware evaluation, and interactive reports.
Polars-first factor research and backtesting toolkit for quantitative finance.
Research-reproduction Agent: PDF → factor code → backtest → Red Team → reproducibility score. Part of the alpha-kit stack.
面向中国 A 股研究的 Agent Skill:公告、财报、研报解析与因子候选生成
面向 Crypto 市场研究的 Agent Skill:现货、合约、链上与协议证据解析
Enterprise-grade quantitative factor research terminal - Atelier-grade design - Numba DSL - DES backtester - 87% test coverage
Backtest overfitting audit for factor research: probability of backtest overfitting (PBO), deflated Sharpe ratio, point-in-time data, purged walk-forward. Searches published factor libraries and reports what actually survived costs.
Python/Parquet/DuckDB tooling for reproducible KuCoin futures data and point-in-time research universes.
Chill quant research for people who don't speak Python. Ask in Chinese, get backtests.
Compact Python sample for leakage-aware multi-asset factor construction and evaluation.
Governed quantitative research platform for data, factor mining, model training, prediction, and Qlib paper trading
Reusable quant research checks for panel contracts, leakage, walk-forward splits, manifests, and diagnostics
Auditable AI-assisted formula-alpha research with frozen promotion gates and rejection accounting
Async OKX quant stack: SDK + NautilusTrader adapter + 10 strategies + factor research lab + layered risk + monitor + backtest
A reproducible Python framework for A-share factor replication, evaluation, backtesting, and combination, with a synthetic-data demo.
Synthetic A-share market-structure-aware research workflow demo.
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