#Factor-investing
Showing 14 of 14 repositories tagged #factor-investing, ranked by stars
Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN
Rewriting the code in "Machine Learning for Factor Investing" in Python
Quantitative factor research skills for AI coding assistants
生产级 A 股 ETF 轮动策略平台 | 三层验证引擎 (WFO→VEC→BT) | 实盘验证胜率 83.3%
🦊 Open-source professional quant agent framework. Agents pick the factors working now to time entries, write full strategies, and evolve them in a sandbox — every order through machine approval, the LLM never on the order path. Multi-market, audit-grade.
Your personal multi-asset quant research team, powered by LLMs. Crypto + A-share + HK + US, with backtest engine, factor lab and event-driven news intake.
众人的因子回测框架 stock factor test
PyTorch research stack for ML multi-factor trading: 213 factors, bias correction, portfolio optimization, and vectorized backtesting.
Calculate technical factors for stocks in an efficient, maintainable and correct way
Formulaic alpha mining: strongly-typed GP + GFlowNet search over a typed DSL, with C++/OpenMP portfolio backtest kernels — crypto perps, US equities, China A-shares
基于 CrewAI 的 WorldQuant Alpha 因子自动研究与回测系统 6个专业 AI 智能体协作 从研报到可验证公式的全自动流水线 支持网格搜索和智能优化
RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware price limits, GPU train + ONNX CPU infer, MIT-licensed.
End-to-End Factor-Driven Quant System for Crypto Perpetuals — Factor Mining, Statistical Evaluation, Combo Search, Walk-Forward Backtest
Cognitive Factor Intelligence Platform — AI-powered portfolio optimization with 80+ factors, episodic learning (CVRF), Connect Alpaca, paper trading, server-side factor history, and explainable recommendations. Two-tier (Vercel + Railway). Metaventions AI.