Alpha Library: A high-performance rolling window calculation library implemented in Rust with Python bindings. Used for financial data analysis and factor research.
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May 11, 2026 - Rust
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factor-research
Here are 9 public repositories matching this topic...
众人的因子回测框架 stock factor test
python factor quant quantitative-finance backtest factor-investing factor-backtest factor-research behavioral-finance
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Apr 18, 2026 - Python
An Agentic AI Framework for Empirical Research in Quantitative Finance
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May 3, 2026 - Python
Research-reproduction Agent: PDF → factor code → backtest → Red Team → reproducibility score. Part of the alpha-kit stack.
python agent cli open-source pandas openai quant alpha quantitative-finance backtesting fastapi research-reproduction factor-research llm alpha-kit
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May 2, 2026 - JavaScript
Chill quant research for people who don't speak Python. Ask in Chinese, get backtests.
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Apr 19, 2026 - TypeScript
Quant event study of insider purchase signals using forward returns and equity curves.
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Dec 12, 2025 - Python
ARCHIVED: consolidated into active governed analytics and regulated workflow repositories.
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May 4, 2026 - Python
Reproducible computational finance research pipeline with typed config, CI, backtesting, ML, portfolio optimization, and leakage-aware validation.
python data-science machine-learning reproducible-research ci-cd portfolio-optimization computational-finance backtesting quantitative-research factor-research
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May 17, 2026 - Python
📈 Implement algorithms for quantitative finance and algorithmic trading with py-alpha-lib, designed for efficient financial data analysis and rolling window calculations.
game tracking visual pandas novel keypoints jupyter-notebooks python-tutorial renpy pandas-tutorial numpy-arrays posetracking financial-data-analysis alpha-pose person-pose-estimation full-body factor-research technical-indicator-calculation
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May 20, 2026
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