Implemention of 101 formulaic alphas using qstrader
Appears on
Quick read
Latest capture 2026-09-26 03:07
Archive status reflects the last catalog sync, not a maintenance assessment. Check recent releases, issue responses, and fit for your project with the repository shortlisting checklist.
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
5 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture +2
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
Performance analysis of predictive (alpha) stock factors
QuantStart.com - QSTrader backtesting simulation engine.
A fast, extensible, transparent python library for backtesting quantitative strategies.
Python AutoML for Trading Systems and Sports Betting
Asynchronous, event-driven algorithmic trading in Python and C++
Performance analysis of predictive (alpha) stock factors
