From 0b0c64b9e75e2f21323b3ad8ce55ee3d0cec5c1a Mon Sep 17 00:00:00 2001 From: Miasyster <155986722+Miasyster@users.noreply.github.com> Date: Sat, 30 May 2026 20:46:41 +0800 Subject: [PATCH] Add QuantGPT to Factor Analysis (#386) Agent-driven A-share factor research engine with 8 MCP tools covering hypothesis design, backtesting, scoring, and anti-overfit detection. Co-authored-by: Claude Opus 4.6 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index dde25d7..404436e 100644 --- a/README.md +++ b/README.md @@ -323,6 +323,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [alphalens](https://github.com/quantopian/alphalens) - `Python` - Performance analysis of predictive alpha factors. - [alphalens-reloaded](https://github.com/stefan-jansen/alphalens-reloaded) - `Python` - Performance analysis of predictive (alpha) stock factors. - [Spectre](https://github.com/Heerozh/spectre) - `Python` - GPU-accelerated Factors analysis library and Backtester. +- [QuantGPT](https://github.com/Miasyster/QuantGPT) - `Python` - Agent-driven A-share factor research engine with 8 MCP tools covering hypothesis design, backtesting, scoring, and anti-overfit detection. - [quant-lab-alpha](https://github.com/husainm97/quant-lab-alpha) - `Python` - Open-source investment analytics platform bridging academic research and retail finance. - [covFactorModel](https://github.com/dppalomar/covFactorModel) - `R` - Covariance matrix estimation via factor models. - [FactorAnalytics](https://github.com/braverock/FactorAnalytics) - `R` - The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.