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。
EvoQuant is a self-evolving AI research agent specialized in quantitative investment research. It runs the full research loop autonomously
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
AI 选股与量化投研工具链：原创 Agent Skills、投资方法参考框架、因子评分、共识排序与回测，附真实取数与行为验证记录
Curated roadmap for quant finance interviews (Quant Trader, Quant Researcher, Quant Analyst): probability, mental math, brainteasers, coding & high-signal resources.
Read-only trading journal and review harness: Jev typed judgments, agent integration, and a reproducible finance benchmark. No orders, no advice.
Python package that enables access to the entire Darwinex Data Offering (DARWIN, FX, Stock, Commodity, Index and Cryptocurrency assets) from one Wrapper Library.
Open-source Japanese equity quant research stack for J-Quants/local data, factor & ML research, backtesting, portfolio/risk, paper simulation and MCP agents.
Quantitative research platform for crypto: 120 pre-registered hypotheses, deflated-Sharpe validation, and a permanent ledger of everything that failed. Currently paper trading.
2027 quant internships and new grad roles: every open quant trader, quant researcher and quant developer internship at Jane Street, Citadel, Optiver, HRT, SIG and 50+ trading firms. Updated every 6 hours.
Trading Evolved book code
Structured collection of quantitative finance projects organized by core methodological domains, covering stochastic modeling, valuation, portfolio construction, risk management, trading simulations, and predictive modeling.
Evidence-traceable, point-in-time multi-agent research for China A shares
C++/Python microstructure research engine for event-driven limit order book prediction and reproducible quantitative experiments.
Analyst workflows as Claude skills. 62+ tools and 8 workflows spanning earnings, comps, valuation, options flow, factor research, sizing, risk, TCA, and ops. Built in the garage, not the trading floor.
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
A-share AI quant research with PIT data, walk-forward validation, DeepSeek agents & continuous paper trading｜中国 A 股 AI 量化研究与持续模拟盘
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.
Szigor Research reference for systematic signals, execution constraints, ledger replay, portfolio state, and backtesting.
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