alphalens

alpha101, alpha191, alphalens, backtrader, 量化研究

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。

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.

ANTA: Ultra-fast, zero-C technical analysis, WorldQuant alpha factors & vectorized backtesting library for Polars.

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

中国 A 股因子研究工具链 —— alphalens 的替代品：六道防线 / 推断层 / 数据体检 / A 股成交规则

Quantitative performance & risk analytics: 150+ financial metrics, portfolio optimization, Monte Carlo simulation, and attribution — the actively maintained successor to empyrical, pyfolio, and alphalens.

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

Rust + Polars factor analysis inspired by alphalens, with Python bindings and native tear-sheet reports

🔬 Professional quantitative factor analysis framework built on Alphalens methodology - comprehensive IC analysis, factor evaluation, and performance attribution with visualization tools

Momentum factor research using Alphalens and Yahoo Finance

A production-grade systematic equity pipeline for harvesting the Quality risk premium, featuring Fama-French 5-factor validation, cross-sectional Z-scoring, and strict look-ahead bias mitigation.