factor-model

Package to build risk model for factor pricing model

Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test validity of factor models with Python

八层风控 · 37因子自进化 · A股全自动量化交易系统 | 16 modules · 6400+ lines · AI-driven

multi-factor equity risk model for US markets, built on Sharadar data

璇玑 XUANJI · AI 自主进化 A 股量化模拟盘系统 — 覆盖数据采集→因子计算→策略回测→模拟执行→风控监控→AI自主调度/复盘完整闭环。五层AI Agent架构，硬风控+白名单执行，可审计可回滚。

This repository shows the application of PCA technique for risk factor modelling of financial securities.

Repository for the AugmentedPCA Python package.

A股量化选股系统 V2 — 三阶层选股 + WxPusher 微信推送

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

Package to build universes for factor pricing model

基于 Dash 的 A 股量化分析平台：多因子训练与评分、趋势分析、模拟炒股（随机历史时段复盘演练）、每日五面市场概览（AI 点评）、板块资金强度、交易日志。多数据源自动回退，多用户隔离。仅供学习娱乐，禁止商用。

Barra-style multi-factor risk model & risk attribution: cross-sectional WLS factor returns, Ledoit-Wolf shrinkage covariance, factor vs specific risk decomposition. Offline via a panda_data adapter. Research/education only, not investment advice.

QuantPilot · 三种参与程度的AI投资决策系统：网页拼装（拖拽积木拼策略）/ 单股辅助（六信号源盯一只票）/ 行业监控（板块轮动预警）。4年回测超额+33.7pp（沪深300,2023-2026）· AlphaForge IC+0.27 · 60+因子 · MCP · 在线Demo。纯学术研究，不荐股不构成投资建议。

A-share quant screening: full engineering log. Built 3 working tools (screening pipeline, mutation-tested factor validation, falsification-capable backtest) and proved 2 strategies invalid. Research tool, not investment advice.

A multi-factor equity scoring framework that goes beyond cheap vs. expensive. Models expectations, quality, reflexivity, crowding, and regime fit as orthogonal factors.

This is a tentative pytorch implementation of the paper "Time Series Deconfounder: Estimating Treatment Effects over Time in the Presence of Hidden Confounders"

Multi-layer investment agent framework for A-share equities | A股多层投资智能体框架 — Fisher → Sharpe-Fama-Merton → Graham → Markowitz + Damodaran

A 股量化因子研究框架：装饰器注册 + 动态加载的可插拔架构，因子标准化/合成/滚动分层，Backtrader 回测 + Kelly 资金管理

Kairos Risk — 自研风险分析库：VaR/ES、成分风险分解、因子风险模型、回撤、压力测试、EVT 尾部、PSR/DSR。

面向 Python 新手的量化交易完整教程：数据获取、技术指标、回测、多因子、机器学习、深度学习、风控与模拟盘，全部代码可运行并附测试。