简单易用的量化金融数据包(easy utility for getting financial market data of China)
alpha101, alpha191, alphalens, backtrader, 量化研究
量化投资
RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware price limits, GPU train + ONNX CPU infer, MIT-licensed.
FisherQuant: Autonomous AI agent pipeline for A-share quantitative research. Daily market judgment → strategy scoring → candidate selection → retrospective review, all publicly versioned.
Polars-native, Rust-accelerated factor research engine with 450 built-in alphas, leakage-aware evaluation, and interactive reports.
MarketData enables real-time risk surveillance and tick-level insights through a split-feed ingestion platform, unifying data for fast, data-driven decisions. 🐙
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