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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Sep 7, 2026 - Rust
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factor-research
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Auditable multi-agent A-share factor research, knowledge base, long-only backtesting, AutoCombine and QuantCombine.
python multi-agent portfolio-optimization quantitative-finance backtesting a-shares factor-research llm
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Aug 5, 2026 - Python
众人的因子回测框架 stock factor test
python factor quant quantitative-finance backtest factor-investing factor-backtest factor-research behavioral-finance
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Apr 18, 2026 - Python
An Agentic AI Framework for Empirical Research in Quantitative Finance
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May 3, 2026 - Python
Polars-first factor research and backtesting toolkit for quantitative finance.
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Jun 10, 2026 - Python
Research-reproduction Agent: PDF → factor code → backtest → Red Team → reproducibility score. Part of the alpha-kit stack.
python agent cli open-source pandas openai quant alpha quantitative-finance backtesting fastapi research-reproduction factor-research llm alpha-kit
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May 2, 2026 - JavaScript
Polars-native, Rust-accelerated factor research engine with 450 built-in alphas, leakage-aware evaluation, and interactive reports.
python rust quantitative-finance factor-analysis alpha101 alpha191 pyo3 quantitative-research polars factor-research alpha158
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Sep 3, 2026 - Rust
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
zh-cn a-share quant-research equity-research factor-research financial-research china-stock-market llm-agents opencli apache-2-0 agent-skill cn-stock
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Jun 23, 2026 - Python
面向 Crypto 市场研究的 Agent Skill:现货、合约、链上与协议证据解析
cryptocurrency derivatives zh-cn defi onchain open-interest factor-research llm-agents funding-rate opencli crypto-research market-structure apache-2-0 agent-skill
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Jun 23, 2026 - Python
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 research reproducible-research quant quantitative-finance multiple-testing pbo backtesting point-in-time overfitting factor-investing alpha-factors quantitative-research research-integrity alpha-research factor-research deflated-sharpe-ratio backtest-overfitting cscv purged-walk-forward
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Sep 7, 2026 - Python
Python/Parquet/DuckDB tooling for reproducible KuCoin futures data and point-in-time research universes.
python cryptocurrency data-engineering market-data parquet quantitative-finance data-pipeline kucoin quantitative-research duckdb factor-research
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Sep 9, 2026 - Python
Enterprise-grade quantitative factor research terminal - Atelier-grade design - Numba DSL - DES backtester - 87% test coverage
react redis microservices fintech quantitative-finance numba algorithmic-trading design-system backtesting timescaledb fastapi factor-research
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Aug 6, 2026 - Python
Compact Python sample for leakage-aware multi-asset factor construction and evaluation.
python pandas market-data quantitative-finance feature-engineering financial-data cross-sectional quantitative-research factor-research
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Sep 9, 2026 - Python
Chill quant research for people who don't speak Python. Ask in Chinese, get backtests.
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Apr 19, 2026 - TypeScript
Auditable AI-assisted formula-alpha research with frozen promotion gates and rejection accounting
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Jul 31, 2026 - Python
Governed quantitative research platform for data, factor mining, model training, prediction, and Qlib paper trading
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Aug 31, 2026 - Python
Quant event study of insider purchase signals using forward returns and equity curves.
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Jun 3, 2026 - Python
Synthetic A-share market-structure-aware research workflow demo.
python synthetic-data ashare tradability quant-research factor-research market-structure limit-up-limit-down
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Jun 9, 2026 - Python
A reproducible Python framework for A-share factor replication, evaluation, backtesting, and combination, with a synthetic-data demo.
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Sep 6, 2026 - Python
Synthetic equity factor research and validation workflow demo.
python machine-learning xgboost backtesting synthetic-data feature-importance quant-research equity-research alpha-research out-of-sample factor-research walk-forward
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Jun 9, 2026 - Python
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