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。
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Nov 10, 2026 - Python
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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。
quantitative-finance pyfolio local-data a-share duckdb alphalens alpha-research china-stock-market factor-evaluation factor-backtesting
Trading Evolved book code
IB FlexStatement to PyFolio bridge
Python Quant Stack
Trading Strategy Development
Quantitative performance & risk analytics: 150+ financial metrics, portfolio optimization, Monte Carlo simulation, and attribution — the actively maintained successor to empyrical, pyfolio, and alphalens.
visualization python time-series pandas pytest monte-carlo-simulation portfolio-optimization quantitative-finance factor-analysis risk-management pyfolio financial-metrics alphalens performance-attribution empyrical
A trading algorithm that identifies stocks with the largest potential for growth while heavily considering its volatility using quantopian
Backtest tearsheets that read the book, not just the returns: positions, instruments, sectors, factor exposures, execution realism and trading costs. Built on pyfolio, part of the ZipLime ecosystem.
Backtesting workflow for a moving average crossover strategy using Apple stock data, Backtrader, and PyFolio-style performance analysis.
Forecasting AUD/USD and EUR/USD with ARMA/ARIMA/SARIMA models on 5-minute OHLCV data -- does a 1-step-ahead price prediction actually translate into a tradeable edge?
python time-series forex quantitative-finance algorithmic-trading statsmodels backtesting arima-model eurusd pyfolio ohlcv-data sarima-model financial-forecasting audusd quantinsti
Analyzes historical performance of stocks and portfolios using yfinance for data and pyfolio for comprehensive tear sheets.
pandas stock-market quantitative-finance investment portfolio-analysis pyfolio python-data-analysis yfinance
Quant research: volatility-scaled trend-following on futures — parameter robustness, multi-timeframe decay, EWMAC/MACD/Bollinger comparison, purged walk-forward optimization, and a multi-asset (NQ/JY/BTC) portfolio
pandas quant sharpe-ratio trading-strategies quantitative-finance futures algorithmic-trading backtesting pyfolio trend-following systematic-trading walk-forward-optimization
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