面向 A 股日K、分钟K与ETF分钟数据的本地量化引擎，集成增量同步、本地缓存、复权、批量查询、回测与指标计算。

证券、期货市场量化交易相关业务和技术知识笔记

Systematic Volatility Research and Backtesting for equity options

Python package that enables access to the entire Darwinex Data Offering (DARWIN, FX, Stock, Commodity, Index and Cryptocurrency assets) from one Wrapper Library.

Curated roadmap for quant finance interviews (Quant Trader, Quant Researcher, Quant Analyst): probability, mental math, brainteasers, coding & high-signal resources.

Read-only AI trading companion harness for decision logging, D1/D3 review, and rule evolution.

Trading Evolved book code

LLM-powered Quantitative research assistant which combines financial data, quantitative models, and natural laungage generation to produce insightful market research reports. AI/ML + FinTech Engineering

Structured collection of quantitative finance projects organized by core methodological domains, covering stochastic modeling, valuation, portfolio construction, risk management, trading simulations, and predictive modeling.

Szigor Research reference for systematic signals, execution constraints, ledger replay, portfolio state, and backtesting.

C++/Python microstructure research engine for event-driven limit order book prediction and reproducible quantitative experiments.

Generates returns of Mutual Funds and comparison them

Cross-sectional Transformer and FFN for stock return prediction and alpha generation. Implements GKX (2020) NN5 replication and MSRR loss (Kelly et al. 2025) for direct portfolio Sharpe optimization. Avg SDF Sharpe 2.05, significant alpha (t=5.34) unexplained by FF5+Momentum.

Nautilus_Trader_Jerry_fall_2023 is a customized verision of Nautilus trader by Zhuoran "Jerry" Li on Fall 2023

Explore how Bitcoin market sentiment influences trader behavior and performance using real trading data and emotional indicators like the Fear & Greed Index. This project applies data science, clustering, and visualization techniques to uncover actionable insights for crypto trading strategies.

A set of personal trading and quant research projects in the crypto markets.

A comprehensive list of quantitative finance portfolio/strategy performance measures.

Agentic-first CTA research system for autonomous hypothesis generation, backtesting, evaluation, and strategy governance.

Systematic signal refinement framework using point-in-time data, triple-barrier labeling, calibrated ML models, and probability-aware portfolio construction.

ProbPy is a comprehensive repository dedicated to providing an extensive collection of probability puzzles, riddles, and solutions typically encountered in data science and quantitative research interviews.