7 projects
qfeaturelib
High-performance feature engineering library for quantitative investment
factordbms
A comprehensive factor library management system for quantitative trading research
ptree-panel
A supervised clustering algorithm for panel data, commonly used in quantitative finance to identify time-varying, cross-sectional predictability regimes.
GeneralBacktest
一个灵活高效的量化策略回测框架,支持多资产组合、任意调仓频率、向量化计算和丰富的性能分析
quantchdb
A Well-Encapsulated ClickHouse Database APIs Lib
cufel-arena-agent
CUFEL-Q Arena 平台智能体开发 SDK
CompBase
Base Class for Derived Researcher Class