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
Jun 4, 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.
众人的因子回测框架 stock factor test
An Agentic AI Framework for Empirical Research in Quantitative Finance
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.
Chill quant research for people who don't speak Python. Ask in Chinese, get backtests.
Synthetic equity factor research and validation workflow demo.
Reproducible computational finance research pipeline with typed config, CI, backtesting, ML, portfolio optimization, and leakage-aware validation.
Open-source Location-Time-Subject photography opportunity engine with weather, astronomy, geo evidence, factor research, and LLM Agent decisions.
Quant event study of insider purchase signals using forward returns and equity curves.
ARCHIVED: consolidated into active governed analytics and regulated workflow repositories.
Leakage-safe SEC 10-K text pipeline for out-of-sample volatility forecasting, audited portfolio tests, and transparent research boundaries.
Async OKX quant stack: SDK + NautilusTrader adapter + 10 strategies + factor research lab + layered risk + monitor + backtest
Synthetic A-share market-structure-aware research workflow demo.
📈 Implement algorithms for quantitative finance and algorithmic trading with py-alpha-lib, designed for efficient financial data analysis and rolling window calculations.
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