A curated list of awesome algorithmic trading frameworks, libraries, software and resources
Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.
PyTorch implementation of FactorVAE
Covariance Matrix Estimation via Factor Models
Attribution and optimisation using a multi-factor equity risk model.
Package to build risk model for factor pricing model
Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test validity of factor models with Python
This repository shows the application of PCA technique for risk factor modelling of financial securities.
璇玑 XUANJI · AI 自主进化 A 股量化模拟盘系统 — 覆盖数据采集→因子计算→策略回测→模拟执行→风控监控→AI自主调度/复盘完整闭环。五层AI Agent架构，硬风控+白名单执行，可审计可回滚。
八层风控 · 37因子自进化 · A股全自动量化交易系统 | 16 modules · 6400+ lines · AI-driven
Unsupervised learning coupled with applied factor analysis to the five-factor model (FFM), a taxonomy for personality traits used to describe the human personality and psyche, via descriptors of common language and not on neuropsychological experiments. Used kmeans clustering and feature scaling (min-max normalization).
multi-factor equity risk model for US markets, built on Sharadar data
Repository for the AugmentedPCA Python package.
Open-source Barra-style US equity factor risk model — daily estimation, weekly builds, public validation. Free artifacts, MCP server for AI agents.
Code Repo for "Regularized estimation of high-dimensional FAVAR models", JMLR, 2020
FactorModel & TimeSeries Analyze For Predicting BTC, ETH.
Replication Study on Idiosyncratic Momentum Strategy
factorverse, your one stop shop for Bayesian Factor Models
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