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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Apr 20, 2026 - Rust
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factor-research
Here are 9 public repositories matching this topic...
δΌδΊΊηε εεζ΅ζ‘ζΆ 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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Apr 21, 2026 - Python
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
Reddit retail-forum sentiment as an alt-data factor on the S&P 500: FinBERT scoring, cross-subreddit IC, classic-factor incremental regression, event study (2021)
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Apr 25, 2026 - Jupyter Notebook
ARCHIVED: finance-domain advisory review proof. Active governed-review story now centers on Nexus-Hive and regulated-case-workbench.
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Apr 3, 2026 - Python
π 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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Apr 26, 2026
Research-reproduction Agent: PDF β factor code β backtest β Red Team β 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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Apr 24, 2026 - Python
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