基于6Agent多智能体框架的A股公募基金投研系统 | Multi-agent fund investment decision engine
A Python implementation of Frazzini & Pedersen’s (2013) Betting Against Beta (BAB) factor, featuring leverage-constrained portfolio construction and transaction cost analysis.
Select stocks based on Institutional Investment Trends and Fundamental Analysis
A production-grade systematic equity pipeline for harvesting the Quality risk premium, featuring Fama-French 5-factor validation, cross-sectional Z-scoring, and strict look-ahead bias mitigation.
SmartBeta project exploration in Vietnamese market
A production-grade systematic equity pipeline for harvesting the Quality factor premium using cross-sectional z-scores and Fama-French validation.
Sector-relative alpha and factor analysis framework for U.S. equities. Single-index OLS, iShares sector ETF benchmarks, Alpha vs Risk visualization.
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