Rewriting the code in "Machine Learning for Factor Investing" in Python

Quantitative factor research skills for AI coding assistants

众人的因子回测框架 stock factor test

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

Calculate technical factors for stocks in an efficient, maintainable and correct way

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%

Web dashboard to visualize equity factor dynamics using solely publicly available data.

Dynamic Factor Investing with Transformer-Based Return Prediction for China's A-Share Market (CSI 500). Combines rolling PCA dimension reduction with attention-based sequence models to forecast cross-sectional returns. 基于 Transformer 的采用滚动 PCA 降维 + 注意力机制的混合架构动态因子投资研究 — 针对中国 A 股市场的跨期收益预测。

Three ML strategies compete head-to-head on S&P 500 stocks. Runs autonomously with daily GitHub Actions execution and live dashboard. Which model wins? Check the dashboard.

Cognitive Factor Intelligence Platform — AI-powered portfolio optimization with 80+ factors, episodic learning (CVRF), and explainable recommendations. Metaventions AI.

In this study, I empirically and statistically investigate the credibility of common asset pricing beliefs using data from S&P 500® constituents from January 2010–December 2020.

Bridging engineering expertise and investment savvy through hands-on tutorials, insightful financial analysis, and collaborative learning in Python and beyond.

End-to-End Factor-Driven Quant System for Crypto Perpetuals — Factor Mining, Statistical Evaluation, Combo Search, Walk-Forward Backtest

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

Machine Learning for Factor Investing: Python Version

A project to estimate a stock's risk with a linear regression model in Python, using the Fama-French Carhart model and live data from Yahoo Finance.

Autonomous AI agent for quantitative EUR/USD forex trading — automates factor discovery, model evolution, and backtesting on 1-minute data using a multi-agent LLM framework.

Risk Premia Estimation (FamaMacbeth and Three-pass)

University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.