#Alphalens
Showing 2 of 2 repositories tagged #alphalens, ranked by stars
etccapital
MultiFactor
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
Score
0
★ 79
⑂ 29
—
Jupyter Notebook
zer0quant
zer0factor
面向 A 股本地数据的 AI 因子研究工作台:因子生成、存储、注册、评估与报告。
Score
100
★ 58
⑂ 8
+2/day
Python