quant-research-platform
Installation
SKILL.md
Quant Research Platform
Advanced quantitative research platform for professional quant developers and researchers.
Features
1. Multi-Factor Research
- 100+ Alpha Factors: Technical, fundamental, sentiment, alternative data
- Factor Mining: Automated factor discovery and evaluation
- Factor Analysis: IC, IR, IC decay, turnover analysis
- Factor Combination: Intelligent factor weighting and combination
2. Backtesting Engine
- Historical Backtest: Full historical simulation
- Walk-Forward: Out-of-sample validation
- Monte Carlo: Probabilistic performance estimation
- Transaction Cost: Realistic cost modeling