From 9b6f1a310ff34bcfb669d3d4b01599d7ef98920c Mon Sep 17 00:00:00 2001 From: Yimin Du Date: Mon, 20 Jul 2026 18:59:02 +0800 Subject: [PATCH] Add ml-quant-trading to Factor Analysis (#483) Co-authored-by: Yimin Du <5088553+initial-d@users.noreply.github.com> --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index fbb8f0c..fe1c184 100644 --- a/README.md +++ b/README.md @@ -348,6 +348,7 @@ 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. +- [ml-quant-trading](https://github.com/initial-d/ml-quant-trading) - `Python` - PyTorch research stack for multi-factor analysis, bias correction, portfolio optimization, and reproducible backtesting. - [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.